Nonparametric Bayesian modelling using skewed Dirichlet processes

DOI10.1016/j.jspi.2008.07.009zbMath1156.62041OpenAlexW1965409529MaRDI QIDQ1007507

Yasna Orellana, Pilar L. Iglesias, 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

Bayes factorDirichlet processnonlinear regressiondensity estimationlinear regression modelskewed distributionstock market returnsPolya sequence

Mathematics Subject Classification ID

Related Items (4)

Nonparametric Bayesian inference in applications ⋮ Model selection for maternal hypertensive disorders with symmetric hierarchical Dirichlet processes ⋮ Semi-parametric Bayesian estimation of mixed-effects models using the multivariate skew-normal distribution ⋮ A Bayesian semi-parametric approach to the ordinal calibration problem

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