Walker, Stephen G., Muliere, Pietro (2003) A bivariate Dirichlet process. Statistics and Probability Letters, 64 (1). pp. 1-7. ISSN 0167-7152. (doi:10.1016/S0167-7152(03)00124-X) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:10576)
The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided. | |
Official URL: http://dx.doi.org/10.1016/S0167-7152(03)00124-X |
Abstract
This paper introduces a bivariate Dirichlet process for modelling a partially exchangeable sequence of observables. The proposed model would be relevant when two distributions are unknown but are thought to be close to each other. For two random distributions with the same marginals, the belief in the degree of closeness is expressed through the correlation between masses assigned to equal sets.
Item Type: | Article |
---|---|
DOI/Identification number: | 10.1016/S0167-7152(03)00124-X |
Uncontrolled keywords: | Correlation; Exchangeability; Dirichlet-multinomial process; Partial exchangeability |
Subjects: | Q Science > QA Mathematics (inc Computing science) |
Divisions: | Divisions > Division of Computing, Engineering and Mathematical Sciences > School of Mathematics, Statistics and Actuarial Science |
Depositing User: | Judith Broom |
Date Deposited: | 12 Sep 2008 13:30 UTC |
Last Modified: | 05 Nov 2024 09:43 UTC |
Resource URI: | https://kar.kent.ac.uk/id/eprint/10576 (The current URI for this page, for reference purposes) |
- Export to:
- RefWorks
- EPrints3 XML
- BibTeX
- CSV
- Depositors only (login required):