On a transform for modeling skewness
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Publication:2233664
DOI10.1214/20-BJPS477zbMath1475.62122OpenAlexW3152787025MaRDI QIDQ2233664
Paul Damien, Li Kang, Stephen G. Walker
Publication date: 11 October 2021
Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/20-bjps477
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Monte Carlo methods (65C05)
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