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Robust multivariate Bayesian forecasting under functional distortions in the \(\chi^2\)-metric - MaRDI portal

Robust multivariate Bayesian forecasting under functional distortions in the \(\chi^2\)-metric (Q840743)

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scientific article; zbMATH DE number 5603634
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English
Robust multivariate Bayesian forecasting under functional distortions in the \(\chi^2\)-metric
scientific article; zbMATH DE number 5603634

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    Robust multivariate Bayesian forecasting under functional distortions in the \(\chi^2\)-metric (English)
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    14 September 2009
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    \(\chi^{2}\)-pseudo-metric
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    functional distortions
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    multivariate Bayesian forecasting
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    robust procedures
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