Partially censored posterior for robust and efficient risk evaluation
Year of publication: |
[2019]
|
---|---|
Authors: | Borowska, Agnieszka ; Hoogerheide, Lennart ; Koopman, Siem Jan ; Dijk, Herman K. van |
Publisher: |
Amsterdam, The Netherlands : Tinbergen Institute |
Subject: | Bayesian inference | censored likelihood | censored posterior | partially censored posterior | misspecification | density forecasting | Markov chain Monte Carlo | importance sampling | mixture of Student's t | Value-at-Risk | Expected Shortfall | Bayes-Statistik | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution | Monte-Carlo-Simulation | Monte Carlo simulation | Markov-Kette | Markov chain | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (circa 33 Seiten) Illustrationen |
---|---|
Series: | Discussion paper / Tinbergen Institute. - Rotterdam [u.a.] : [Verlag nicht ermittelbar], ISSN 0929-0834, ZDB-ID 2435783-2. - Vol. TI 2019, 057 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | hdl:10419/205347 [Handle] |
Classification: | C11 - Bayesian Analysis ; C53 - Forecasting and Other Model Applications ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Partially Censored Posterior for robust and efficient risk evaluation
Borowska, Agnieszka, (2019)
-
Partially censored posterior for robust and efficient risk evaluation
Borowska, Agnieszka, (2020)
-
Partially Censored Posterior for Robust and Efficient Risk Evaluation
Borowska, Agnieszka, (2019)
- More ...
-
Partially censored posterior for robust and efficient risk evaluation
Borowska, Agnieszka, (2020)
-
Partially Censored Posterior for robust and efficient risk evaluation
Borowska, Agnieszka, (2019)
-
Forecast density combinations of dynamic models and data driven portfolio strategies
Baştürk, Nalan, (2018)
- More ...