Sampling-based Inference of Time Deformation Models with Heavy Tail Distributions (Q2828698)

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scientific article; zbMATH DE number 6643775
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Sampling-based Inference of Time Deformation Models with Heavy Tail Distributions
scientific article; zbMATH DE number 6643775

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    Sampling-based Inference of Time Deformation Models with Heavy Tail Distributions (English)
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    26 October 2016
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    Bayesian inference
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    leverage effect
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    Markov Chain Monte Carlo
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    probability integral transform
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    slice sampler
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    time-deformation model
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