Objective priors for the number of degrees of freedom of a multivariate t distribution and the t-copula

Villa, Cristiano; Rubio, Francisco J; (2018) Objective priors for the number of degrees of freedom of a multivariate t distribution and the t-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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