Bicocca Open Archive

Logo unimib boa

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
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
2007
Mantovan, P; Pastore, A; Tonellato, S
Complex models and computational intensive methods for estimation and prediction - Fifth Conference S.Co.2007 Book of short papers
9788861291140
SCIENZE STATISTICHE
2007
139
144
none
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.
02 - Intervento a convegno
File in questo prodotto:
Non ci sono file associati a questo prodotto.

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10281/394609
Citazioni
  • Scopus ND
  • ???jsp.display-item.citation.isi??? ND
Social impact