Flexible modeling of conditional distributions using smooth mixtures of asymmetric Student \(t\) densities (Q993802)

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scientific article; zbMATH DE number 5788974
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Flexible modeling of conditional distributions using smooth mixtures of asymmetric Student \(t\) densities
scientific article; zbMATH DE number 5788974

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    Flexible modeling of conditional distributions using smooth mixtures of asymmetric Student \(t\) densities (English)
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    20 September 2010
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    Bayesian inference
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    Markov chain Monte Carlo
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    mixture of experts
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    variable selection
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    volatility modeling
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