A multivariate extension of a vector of Poisson- Dirichlet processes
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
|Date of creation:||Jun 2013|
|Contact details of provider:|| Web page: http://portal.uc3m.es/portal/page/portal/dpto_estadistica|
References listed on IDEAS
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.:
- 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.
- 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.
- 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.
- 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.
- 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.
- Leisen, Fabrizio & Lijoi, Antonio, 2011. "Vectors of two-parameter Poisson-Dirichlet processes," Journal of Multivariate Analysis, Elsevier, vol. 102(3), pages 482-495, March.
When requesting a correction, please mention this item's handle: RePEc:cte:wsrepe:ws132220. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Ana Poveda)
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.