Showing 41 - 50 of 536
Persistent link: https://www.econbiz.de/10011036032
Most of the Bayesian nonparametric models for non-exchangeable data that are used in applications are based on some extension to the multivariate setting of the Dirichlet process, the best known being MacEachern’s dependent Dirichlet process. A comparison of two recently introduced classes of...
Persistent link: https://www.econbiz.de/10011056550
We consider the problem of evaluating the probability of discovering a certain number of new species in a new sample of population units, conditional on the number of species recorded in a basic sample. We use a Bayesian nonparametric approach. The different species proportions are assumed to be...
Persistent link: https://www.econbiz.de/10005569411
We propose a flexible stochastic framework for modeling the market share dynamics over time in a multiple markets setting, where firms interact within and between markets. Firms undergo stochastic idiosyncratic shocks, which contract their shares, and compete to consolidate their position by...
Persistent link: https://www.econbiz.de/10009320156
An important issue in survival analysis is the investigation and the modeling of hazard rates. Within a Bayesian nonparametric framework, a natural and popular approach is to model hazard rates as kernel mixtures with respect to a completely random measure. In this paper we provide a...
Persistent link: https://www.econbiz.de/10008518910
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 Lévy copula and it will be used to model, in a nonparametric Bayesian framework, two-sample survival data. Such an application will yield...
Persistent link: https://www.econbiz.de/10008518902
Persistent link: https://www.econbiz.de/10012514037
Persistent link: https://www.econbiz.de/10012297514
Persistent link: https://www.econbiz.de/10012249233
Persistent link: https://www.econbiz.de/10013329446