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On a Gibbs characterization of normalized generalized Gamma processes

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  • Cerquetti, Annalisa

Abstract

Circumventing the need for an analytical approach, we provide an alternative derivation of a Gibbs characterization of normalized generalized Gamma processes recently obtained in Lijoi et al. [Lijoi, A., Prünster, I., Walker, S.G., 2008. Investigating nonparametric priors with Gibbs structure. Statist. Sin. (in press)], by exploiting a Pitman's characterization of exponentially tilted Poisson-Kingman models.

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  • Cerquetti, Annalisa, 2008. "On a Gibbs characterization of normalized generalized Gamma processes," Statistics & Probability Letters, Elsevier, vol. 78(18), pages 3123-3128, December.
    • Handle: RePEc:eee:stapro:v:78:y:2008:i:18:p:3123-3128
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    1. James, Lancelot F., 2003. "A simple proof of the almost sure discreteness of a class of random measures," Statistics & Probability Letters, Elsevier, vol. 65(4), pages 363-368, December.
    2. Sibusiso Sibisi & John Skilling, 1997. "Prior Distributions on Measure Space," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 59(1), pages 217-235.
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    Cited by:

    1. 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.

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