A multivariate extension of a vector of Poisson- Dirichlet processes

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dc.contributor.author Zhu, W.
dc.contributor.author Leisen, Fabrizio
dc.contributor.editor Universidad Carlos III de Madrid. Departamento de Estadística
dc.date.accessioned 2013-06-21T14:43:45Z
dc.date.available 2013-06-21T14:43:45Z
dc.date.issued 2013-06
dc.identifier.uri http://hdl.handle.net/10016/17179
dc.description.abstract Recently, Leisen and Lijoi (2011) introduced a bivariate vector of random probability measures with Poisson-Dirichlet marginals where the dependence is induced through a Lévy's Copula. In this paper the same approach is used for generalizing such a vector to the multivariate setting. Some non-trivial results are proved in the multidimensional case, in particular, the Laplace transform and the Exchangeable Partition Probability function (EPPF). Finally, some numerical illustrations of the EPPF are provided
dc.description.sponsorship The research of Fabrizio Leisen has been partially supported by the Spanish Ministry of Science and Innovation through grant ECO2011- 25706
dc.format.mimetype application/pdf
dc.language.iso eng
dc.relation.ispartofseries UC3M Working papers. Statistics and Econometrics
dc.relation.ispartofseries 13-20
dc.rights Atribución-NoComercial-SinDerivadas 3.0 España
dc.rights.uri http://creativecommons.org/licenses/by-nc-nd/3.0/es/
dc.subject.other Bayesian inference
dc.subject.other Dirichlet process
dc.subject.other Vectors of Poisson-Dirichlet processes
dc.subject.other Multivariate Lévy measure
dc.subject.other Partial exchangeability
dc.subject.other Partition probability function
dc.title A multivariate extension of a vector of Poisson- Dirichlet processes
dc.type workingPaper
dc.subject.eciencia Estadística
dc.rights.accessRights openAccess
dc.type.version submitedVersion
dc.identifier.repec ws132220
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