Objective priors for the number of degrees of freedom of a multivariate \(t\) distribution and the \(t\)-copula (Q1662868)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Objective priors for the number of degrees of freedom of a multivariate \(t\) distribution and the \(t\)-copula |
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Objective priors for the number of degrees of freedom of a multivariate \(t\) distribution and the \(t\)-copula (English)
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20 August 2018
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information loss
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Kullback-Leibler divergence
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log-returns
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multivariate \(t\) distribution
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objective prior
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\(t\)-copula
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