Partially censored posterior for robust and efficient risk evaluation
Year of publication: |
2020
|
---|---|
Authors: | Borowska, Agnieszka ; Hoogerheide, Lennart ; Koopman, Siem Jan ; Dijk, Herman K. van |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 217.2020, 2, p. 335-355
|
Subject: | Markov chain Monte Carlo | Bayesian inference | Censored likelihood | Censored posterior | Density forecasting | Expected Shortfall | Importance sampling | Misspecification | Mixture of Student’s t | Partially censored posterior | Value-at-Risk | Theorie | Theory | Bayes-Statistik | Statistische Verteilung | Statistical distribution | Monte-Carlo-Simulation | Monte Carlo simulation | Markov-Kette | Markov chain | Risikomaß | Risk measure | Stichprobenerhebung | Sampling | Prognoseverfahren | Forecasting model |
-
Partially Censored Posterior for robust and efficient risk evaluation
Borowska, Agnieszka, (2019)
-
Partially censored posterior for robust and efficient risk evaluation
Borowska, Agnieszka, (2019)
-
Gerlach, Richard, (2022)
- More ...
-
Partially Censored Posterior for Robust and Efficient Risk Evaluation
Borowska, Agnieszka, (2019)
-
Partially Censored Posterior for robust and efficient risk evaluation
Borowska, Agnieszka, (2019)
-
Partially censored posterior for robust and efficient risk evaluation
Borowska, Agnieszka, (2019)
- More ...