Showing 1 - 10 of 13
Persistent link: https://www.econbiz.de/10003241945
Persistent link: https://www.econbiz.de/10012249233
Persistent link: https://www.econbiz.de/10012297514
The definition of vectors of dependent random probability measures is a topic of interest in applications to Bayesian statistics. They, indeed, represent dependent nonparametric prior distributions that are useful for modelling observables for which specific covariate values are known. In this...
Persistent link: https://www.econbiz.de/10010343891
Move-to-front rule is a heuristic updating a list of n items according to requests. Items are required with unknown probabilities (or ppopularities). The induced Markov chain is known to be ergodic [4]. One main problem is the study of the distribution of the search cost defined as the position...
Persistent link: https://www.econbiz.de/10010343897
The paper proposes a new nonparametric prior for two dimensional vectors of survival functions (S1, S2). The definition we introduce is based on the notion of L´evy copula and it will be used to model, in a nonparametric Bayesian framework, two sample survival data. Such an application will...
Persistent link: https://www.econbiz.de/10010343915
The present paper provides a review of the results concerning distributional properties of means of random probability measures. Our interest in this topic has originated from inferential problems in Bayesian Nonparametrics. Nonetheless, it is worth noting that these random quantities lay an...
Persistent link: https://www.econbiz.de/10013153000
Persistent link: https://www.econbiz.de/10013331025
Persistent link: https://www.econbiz.de/10003241969
Persistent link: https://www.econbiz.de/10012297524