Conjugacy as a Distinctive Feature of the Dirichlet Process
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- Argiento, Raffaele & Guglielmi, Alessandra & Pievatolo, Antonio, 2010. "Bayesian density estimation and model selection using nonparametric hierarchical mixtures," Computational Statistics & Data Analysis, Elsevier, vol. 54(4), pages 816-832, April.
- J. E. Griffin & M. Kolossiatis & M. F. J. Steel, 2013. "Comparing distributions by using dependent normalized random-measure mixtures," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 75(3), pages 499-529, June.
- Stefano Favaro & Antonio Lijoi & Igor Prunster, 2011. "Asymptotics for a Bayesian nonparametric estimator of species richness," Quaderni di Dipartimento 144, University of Pavia, Department of Economics and Quantitative Methods.
- Kolossiatis, M. & Griffin, J.E. & Steel, M.F.J., 2011. "Modeling overdispersion with the normalized tempered stable distribution," Computational Statistics & Data Analysis, Elsevier, vol. 55(7), pages 2288-2301, July.
- Antonio Lijoi & Igor Prunster, 2009. "Models beyond the Dirichlet process," Quaderni di Dipartimento 103, University of Pavia, Department of Economics and Quantitative Methods.
- repec:spr:stmapp:v:26:y:2017:i:2:d:10.1007_s10260-016-0365-8 is not listed on IDEAS
- McCulloch, James, 2012. "Fractal market time," Journal of Empirical Finance, Elsevier, vol. 19(5), pages 686-701.
- Collet, Francesca & Leisen, Fabrizio, 2011. "Free completely random measures," DES - Working Papers. Statistics and Econometrics. WS ws112821, Universidad Carlos III de Madrid. Departamento de Estadística.
- Stefano Favaro & Antonio Lijoi & Igor Prünster, 2012. "On the stick–breaking representation of normalized inverse Gaussian priors," DEM Working Papers Series 008, University of Pavia, Department of Economics and Management.
- Lancelot F. James & Antonio Lijoi & Igor Prünster, 2009. "Posterior Analysis for Normalized Random Measures with Independent Increments," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 36(1), pages 76-97.
- Antonio Lijoi & Igor Pruenster & Stephen G. Walker, 2008. "Bayesian nonparametric estimators derived from conditional Gibbs structures," ICER Working Papers - Applied Mathematics Series 06-2008, ICER - International Centre for Economic Research.
- El-Dakkak, Omar & Peccati, Giovanni & Prünster, Igor, 2014. "Exchangeable Hoeffding decompositions over finite sets: A combinatorial characterization and counterexamples," Journal of Multivariate Analysis, Elsevier, vol. 131(C), pages 51-64.
- Antonio Lijoi & Bernardo Nipoti & Igor Prünster, 2013. "Dependent mixture models: clustering and borrowing information," DEM Working Papers Series 046, University of Pavia, Department of Economics and Management.
- James McCulloch, 2012. "Fractal Market Time," Research Paper Series 311, Quantitative Finance Research Centre, University of Technology, Sydney.
- Lijoi, Antonio & Nipoti, Bernardo & Prünster, Igor, 2014. "Dependent mixture models: Clustering and borrowing information," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 417-433.
- Antonio Lijoi & Igor Pruenster, 2009. "Distributional Properties of means of Random Probability Measures," ICER Working Papers - Applied Mathematics Series 22-2009, ICER - International Centre for Economic Research.
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