Sonia, Petrone; Piero, Veronese - Facoltà di Economia, Università degli Studi dell'Insubria - 2001
We propose a general procedure for constructing nonparametric priors for Bayesian inference. Under very general assumptions,the proposed prior selects absolutely continuous distribution functions, hence it can be useful with continuous data. We use the notion of Feller-type approximation, with a...