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Discussion

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  • Mark F. J. Steel
  • Francisco J. Rubio

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  • Mark F. J. Steel & Francisco J. Rubio, 2015. "Discussion," International Statistical Review, International Statistical Institute, vol. 83(2), pages 218-222, August.
  • Handle: RePEc:bla:istatr:v:83:y:2015:i:2:p:218-222
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    File URL: http://hdl.handle.net/10.1111/insr.12075
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    References listed on IDEAS

    as
    1. Zhu, Dongming & Galbraith, John W., 2010. "A generalized asymmetric Student-t distribution with application to financial econometrics," Journal of Econometrics, Elsevier, vol. 157(2), pages 297-305, August.
    2. Rubio, Francisco Javier & Steel, Mark F. J., 2014. "Bayesian modelling of skewness and kurtosis with two-piece scale and shape transformations," MPRA Paper 57102, University Library of Munich, Germany.
    3. Sonia Petrone & Larry Wasserman, 2002. "Consistency of Bernstein polynomial posteriors," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 64(1), pages 79-100, January.
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