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)

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