Casarin, Roberto; Bassetti, Federico; Ravazzolo, Francesco - Dipartimento di Economia, Università Ca' Foscari Venezia - 2015
. Building on the work of Ranjan and Gneiting (2010) and Gneiting and Ranjan (2013), we use infinite beta mixtures for the … calibration. The proposed Bayesian nonparametric approach takes advantage of the flexibility of Dirichlet process mixtures, to …