On Bayesian nonparametric modelling of two correlated distributions
DOI10.1007/S11222-011-9283-7zbMATH Open1322.62105OpenAlexW2154019727MaRDI QIDQ746245FDOQ746245
Authors: M. Kolossiatis, J. E. Griffin, M. F. J. Steel
Publication date: 16 October 2015
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: http://wrap.warwick.ac.uk/35119/1/WRAP_Kolossiatis_10-22w.pdf
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Cites Work
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- Hierarchical Dirichlet Processes
- Formulation and estimation of stochastic frontier production function models
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- Efficiency Estimation from Cobb-Douglas Production Functions with Composed Error
- Bayesian efficiency analysis through individual effects: Hospital cost frontiers
- On the use of panel data in stochastic frontier models with improper priors
- The multivariate beta process and an extension of the Pólya tree model
- Semiparametric Bayesian inference for stochastic frontier models
- Vectors of two-parameter Poisson-Dirichlet processes
- Series representations for multivariate generalized gamma processes via a scale invariance principle
- A bivariate Dirichlet process.
- Dependent mixtures of Dirichlet processes
Cited In (11)
- Series representations for multivariate time-changed Lévy models
- The dependent Dirichlet process and related models
- Correlated random measures
- Comparing Distributions by using Dependent Normalized Random-Measure Mixtures
- Bayesian inference with dependent normalized completely random measures
- Correcting statistical models via empirical distribution functions
- Random density functions with common atoms and pairwise dependence
- Dependent mixtures of geometric weights priors
- Beta-product dependent Pitman-Yor processes for Bayesian inference
- A bivariate Dirichlet process.
- A multivariate extension of a vector of two-parameter Poisson-Dirichlet processes
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