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Robust Bayesian analysis of a multivariate dynamic model - MaRDI portal

Robust Bayesian analysis of a multivariate dynamic model (Q2161947)

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Robust Bayesian analysis of a multivariate dynamic model
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    Robust Bayesian analysis of a multivariate dynamic model (English)
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    5 August 2022
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    data complexity
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    multivariate dynamic model
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    robust Bayesian
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    \(\varepsilon\)-contamination class of prior
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    ML-II posterior density
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    corporate finance
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