A multivariate extension of a vector of two-parameter Poisson–Dirichlet processes

DOI10.1080/10485252.2014.966103zbMath1320.62059OpenAlexW1990861633MaRDI QIDQ5256279

Weixuan Zhu, Fabrizio Leisen

Publication date: 22 June 2015

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485252.2014.966103

zbMATH Keywords

Bayesian nonparametricsPitman-Yor processpartial exchangeabilityexchangeable partition probability functionmultivariate Lévy measureLauricella function of fourth kind

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Bayesian inference (62F15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Random measures (60G57)

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