Analyzing model robustness via a distortion of the stochastic root: a Dirichlet prior approach
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Publication:293596
DOI10.1515/strm-2015-0009zbMath1347.60143OpenAlexW2377086862MaRDI QIDQ293596
Steffen Schenk, Jan-Frederik Mai, Matthias Scherer
Publication date: 9 June 2016
Published in: Statistics \& Risk Modeling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/strm-2015-0009
Infinitely divisible distributions; stable distributions (60E07) Special processes (60K99) Random measures (60G57) Exchangeability for stochastic processes (60G09)
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