Bayesian predictive inference under a Dirichlet process with sensitivity to the normal baseline
From MaRDI portal
Publication:1731422
DOI10.1016/j.stamet.2015.07.003zbMath1487.62009OpenAlexW1147580779MaRDI QIDQ1731422
Publication date: 13 March 2019
Published in: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.stamet.2015.07.003
simulationsensitivity analysisDirichlet process mixturegrid methodskewed distributionleave-one-out kernel densitypolya posterior
Related Items (2)
A nonparametric Bayesian prediction interval for a finite population mean ⋮ Generalized spatial stick-breaking processes
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Small area estimation of general parameters with application to poverty indicators: a hierarchical Bayes approach
- Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions
- A Bayesian bootstrap for a finite population
- Slice sampling mixture models
- On a class of Bayesian nonparametric estimates: I. Density estimates
- A Bayesian predictive inference for small area means incorporating covariates and sampling weights
- Smoothing techniques. With implementation in S
- Mixtures of Dirichlet processes with applications to Bayesian nonparametric problems
- Ferguson distributions via Polya urn schemes
- A Bayesian analysis of some nonparametric problems
- On the half-Cauchy prior for a global scale parameter
- Hierarchical Dirichlet Processes
- Nonparametric Bayesian analysis of a proportion for a small area under nonignorable nonresponse
- Bayesian Density Estimation and Inference Using Mixtures
- A Bayesian benchmarking of the Scott–Smith model for small areas
- Statistical Inference
This page was built for publication: Bayesian predictive inference under a Dirichlet process with sensitivity to the normal baseline