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
Villa, Cristiano;
Rubio, Francisco J;
(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: https://doi.org/10.1016/j.csda.2018.03.010
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