Uberti, P., Elena De Giuli, M., Tarantola, C. (2007). Outlier Detection In Bayesian CAPM Model. In Complex models and computational intensive methods for estimation and prediction - Fifth Conference S.Co.2007 Book of short papers (pp.139-144). CLEUP.

Outlier Detection In Bayesian CAPM Model

Pierpaolo Uberti;
2007

No
paper
Capital Asset Pricing Model, Markov Chain Monte Carlo, outlier identification, product partition models, score function
English
S. Co. 2007 Fifth Conference: Complex models and computational intensive methods for estimation and prediction
9788861291140
Uberti, P., Elena De Giuli, M., Tarantola, C. (2007). Outlier Detection In Bayesian CAPM Model. In Complex models and computational intensive methods for estimation and prediction - Fifth Conference S.Co.2007 Book of short papers (pp.139-144). CLEUP.
Uberti, P; Elena De Giuli, M; Tarantola, C
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10281/394609
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