Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions (Q425687)
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scientific article; zbMATH DE number 6044259
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions |
scientific article; zbMATH DE number 6044259 |
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Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions (English)
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8 June 2012
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marginal likelihood
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Markov chain Monte Carlo
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S\&P 500 index
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value-at-risk
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