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A vector of Dirichlet processes

Leisen, Fabrizio, Lijoi, Antonio, Spanó, Dario (2013) A vector of Dirichlet processes. Electronic Journal of Statistics, 7 . pp. 62-90. ISSN 1935-7524. (doi:10.1214/12-EJS764) (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)

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. (Contact us about this Publication)
Official URL
http://dx.doi.org/10.1214/12-EJS764

Abstract

Random probability vectors are of great interest especially in view of their application to statistical inference. Indeed, they can be used for identifying the de Finetti mixing measure in the representation of the law of a partially exchangeable array of random elements taking values in a separable and complete metric space. In this paper we describe the construction of a vector of Dirichlet processes based on the normalization of an exchangeable vector of completely random measures that are jointly infinitely divisible. After deducing the form of the multivariate Laplace exponent associated to the vector of the gamma completely random measures, we analyze some of their distributional properties. Our attention particularly focuses on the dependence structure and the specific partition probability function induced by the proposed vector.

Item Type: Article
DOI/Identification number: 10.1214/12-EJS764
Subjects: H Social Sciences > HA Statistics
Divisions: Faculties > Sciences > School of Mathematics Statistics and Actuarial Science > Statistics
Depositing User: Fabrizio Leisen
Date Deposited: 07 Jun 2014 09:44 UTC
Last Modified: 01 Aug 2019 10:36 UTC
Resource URI: https://kar.kent.ac.uk/id/eprint/36523 (The current URI for this page, for reference purposes)
Leisen, Fabrizio: https://orcid.org/0000-0002-2460-6176
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