Loss-based approach to two-piece location-scale distributions with applications to dependent data

DOI10.1007/s10260-019-00481-xzbMath1457.62087arXiv1802.05292OpenAlexW2953402859WikidataQ127616436 ScholiaQ127616436MaRDI QIDQ2218635

Luca Rossini, Cristiano Villa, Fabrizio Leisen

Publication date: 15 January 2021

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1802.05292

zbMATH Keywords

Bayesian inferenceobjective Bayeselectricity pricesloss-based prior

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Generalized linear models (logistic models) (62J12)

Related Items (2)

Bayesian estimation of electricity price risk with a multi-factor mixture of densities ⋮ On a transform for modeling skewness

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