Asymptotics of certain conditionally identically distributed sequences
DOI10.1016/j.spl.2020.108923zbMath1457.60061OpenAlexW3084109149MaRDI QIDQ826662
Pietro Rigo, Emanuela Dreassi, Luca Pratelli, Patrizia Berti
Publication date: 6 January 2021
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2020.108923
exchangeabilitylimit theoremBayesian nonparametricspredictive inferencepredictive distributionconditional identity in distribution
Inference from stochastic processes and prediction (62M20) Central limit and other weak theorems (60F05) Bayesian inference (62F15) Prediction theory (aspects of stochastic processes) (60G25) Exchangeability for stochastic processes (60G09)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Defining predictive probability functions for species sampling models
- Exchangeable sequences driven by an absolutely continuous random measure
- Limit theorems for empirical processes based on dependent data
- Predictive construction of priors in Bayesian nonparametrics
- Rate of convergence of predictive distributions for dependent data
- On a notion of partially conditionally identically distributed sequences
- Spreading and predictable sampling in exchangeable sequences and processes
- De Finetti's contribution to probability and statistics
- A Bayesian nonparametric spiked process prior for dynamic model selection
- Limit theorems for a class of identically distributed random variables.
- A Central Limit Theorem and its Applications to Multicolor Randomly Reinforced Urns
- Conditionally identically distributed species sampling sequences
- Well-calibrated, coherent forecasting systems
- On Recursive Bayesian Predictive Distributions
- Generalized Species Sampling Priors With Latent Beta Reinforcements
- Almost sure weak convergence of random probability measures
This page was built for publication: Asymptotics of certain conditionally identically distributed sequences