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A simulation study to compare reference and other priors in the case of a standard univariate Student t-distribution - MaRDI portal

A simulation study to compare reference and other priors in the case of a standard univariate Student t-distribution (Q5039385)

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scientific article; zbMATH DE number 7600312
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A simulation study to compare reference and other priors in the case of a standard univariate Student t-distribution
scientific article; zbMATH DE number 7600312

    Statements

    A simulation study to compare reference and other priors in the case of a standard univariate Student t-distribution (English)
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    12 October 2022
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    coverage percentages
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    credibility intervals
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    log-returns
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    mean squared error
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    probability-matching prior
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    reference priors
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    \(t\)-distribution
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    Identifiers

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