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Nonparametric function estimation subject to monotonicity, convexity and other shape constraints

Shively, Thomas S.; Walker, Stephen G.; Damien, Paul - In: Journal of econometrics 161 (2011) 2, pp. 166-181

Persistent link: https://www.econbiz.de/10009242188

On consistency of nonparametric normal mixtures for Bayesian density estimation

Lijoi, Antonio; Prünster, Igor; Walker, Stephen G. - In: Journal of the American Statistical Association : JASA 100 (2005) 472, pp. 1292-1296

Persistent link: https://www.econbiz.de/10003241969

Constructing stationary time series models using auxiliary variables with applications

Pitt, Michael K.; Walker, Stephen G. - In: Journal of the American Statistical Association : JASA 100 (2005) 470, pp. 554-564

Persistent link: https://www.econbiz.de/10002929602

Geometric Stick-Breaking Processes for Continuous-Time Nonparametric Modeling

Mena, Ramsés H. - 2009

This paper is concerned with the construction of a continuous parameter sequence of random probability measures and its application for modeling random phenomena evolving in continuous time. At each time point we have a random probability measurewhich is generated by a Bayesian nonparametric...

Persistent link: https://www.econbiz.de/10013153001

Posterior asymptotics in Wasserstein metrics on the real line

Chae, Minwoo; De Blasi, Pierpaolo; Walker, Stephen G. - 2021

Persistent link: https://www.econbiz.de/10013329453