Objective priors for the number of degrees of freedom of a multivariate <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" id="mml352" display="inline" overflow="scroll" altimg="si1.gif"><mml:mi>t</mml:mi></mml:math> distribution and the <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" id="mml353" display="inline" overflow="scroll" altimg="si1.gif"><mml:mi>t</mml:mi></mml:math>-copula
Cristiano Villa ;
Francisco J Rubio ;
(2018)
Objective priors for the number of degrees of freedom of a multivariate <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" id="mml352" display="inline" overflow="scroll" altimg="si1.gif"><mml:mi>t</mml:mi></mml:math> distribution and the <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" id="mml353" display="inline" overflow="scroll" altimg="si1.gif"><mml:mi>t</mml:mi></mml:math>-copula.
Computational statistics & data analysis, 124.
pp. 197-219.
ISSN 0167-9473
DOI: 10.1016/j.csda.2018.03.010
Item Type | Article |
---|---|
ISI | 432230600013 |
ORCID: https://orcid.org/0000-0002-2670-2954
ORCID: https://orcid.org/0000-0001-7183-8407