Exact inference for random Dirichlet means

DOI10.1007/S11203-005-6068-7zbMath1089.62052OpenAlexW2019835280MaRDI QIDQ2492806

Nils Lid Hjort, Andrea Ongaro

Publication date: 14 June 2006

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11203-005-6068-7

zbMATH Keywords

stochastic equationDirichlet processmixturesnonparametric Bayesrandom probability measureBernshtein-von Mises theoremsHilbert and Stieltjes transforms

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Asymptotic properties of nonparametric inference (62G20) Bayesian inference (62F15) Nonparametric inference (62G99)

Related Items (12)

On the posterior distribution of classes of random means ⋮ Distribution of functionals of a Ferguson-Dirichlet process over an \(n\)-dimensional ball ⋮ Distributions of linear functionals of two parameter Poisson-Dirichlet random measures ⋮ Optimal sample size for estimating the mean concentration of invasive organisms in ballast water via a semiparametric Bayesian analysis ⋮ Dirichlet mean identities and laws of a class of subordinators ⋮ Unnamed Item ⋮ Dirichlet Random Walks ⋮ A stochastic equation for the law of the random Dirichlet variance ⋮ Distributional properties of means of random probability measures ⋮ Exact inference for random Dirichlet means ⋮ Lamperti-type laws ⋮ Some issues in nonparametric Bayesian modeling using species sampling models

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• Bayesian Density Estimation and Inference Using Mixtures
• Markov chain Monte Carlo estimation of the law of the mean of a Dirichlet process

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