Nonparametric Bayesian modelling using skewed Dirichlet processes

DOI10.1016/J.JSPI.2008.07.009MaRDI QIDQ1007507zbMATH OpenOpenAlexFDO

Authors Pilar L. Iglesias, Yasna Orellana, Fernando A. Quintana

Publication date 20 March 2009

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10533/142310

zbMATH Keywords

density estimationBayes factorlinear regression modelnonlinear regressionskewed distributionDirichlet processstock market returnsPolya sequence

Mathematics Subject Classification ID

Bayesian inference (62F15) Density estimation (62G07) Nonparametric inference (62G99)

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Cited in

(6)

• Bayesian nonparametric inference for unimodal skew-symmetric distributions
• Linear regression with a dependent skewed Dirichlet process
• Nonparametric Bayesian inference in applications
• A Bayesian semi-parametric approach to the ordinal calibration problem
• Semi-parametric Bayesian estimation of mixed-effects models using the multivariate skew-normal distribution
• Model selection for maternal hypertensive disorders with symmetric hierarchical Dirichlet processes

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