A multivariate extension of a vector of Poisson- Dirichlet processes
AbstractRecently, 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
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoPaper provided by Universidad Carlos III, Departamento de Estadística y Econometría in its series Statistics and Econometrics Working Papers with number ws132220.
Date of creation: Jun 2013
Date of revision:
Contact details of provider:
Postal: C/ Madrid, 126 - 28903 GETAFE (MADRID)
Web page: http://www.uc3m.es/uc3m/dpto/DEE/departamento.html
More information through EDIRC
Bayesian inference; Dirichlet process; Vectors of Poisson-Dirichlet processes; Multivariate Lévy measure; Partial exchangeability; Partition probability function;
This paper has been announced in the following NEP Reports:
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Kallsen, Jan & Tankov, Peter, 2006. "Characterization of dependence of multidimensional Lévy processes using Lévy copulas," Journal of Multivariate Analysis, Elsevier, vol. 97(7), pages 1551-1572, August.
- De Iorio, Maria & Muller, Peter & Rosner, Gary L. & MacEachern, Steven N., 2004. "An ANOVA Model for Dependent Random Measures," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 205-215, January.
- Antonio Lijoi & Ramsés H. Mena & Igor Prünster, 2007. "Controlling the reinforcement in Bayesian non-parametric mixture models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 69(4), pages 715-740.
- Hatjispyros, Spyridon J. & Nicoleris, Theodoros & Walker, Stephen G., 2011. "Dependent mixtures of Dirichlet processes," Computational Statistics & Data Analysis, Elsevier, vol. 55(6), pages 2011-2025, June.
- Leisen, Fabrizio & Lijoi, Antonio, 2011. "Vectors of two-parameter Poisson-Dirichlet processes," Journal of Multivariate Analysis, Elsevier, vol. 102(3), pages 482-495, March.
- Griffin, J.E. & Steel, M.F.J., 2006. "Order-Based Dependent Dirichlet Processes," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 179-194, March.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: ().
If references are entirely missing, you can add them using this form.