Distributional properties of means of random probability measures

DOI10.1214/09-SS041zbMATH Open1190.62056MaRDI QIDQ975574FDOQ975574

A. Lijoi, I. Prünster

Publication date: 9 June 2010

Published in: Statistics Surveys (Search for Journal in Brave)

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zbMATH Keywords

Bayesian nonparametricsDirichlet processposterior distributiongeneralized Stieltjes transformrandom probability measureneutral to the right processescompletely random measuresnormalized random measurestwo-parameter Poisson-Dirichlet processCifarelli-Regazzini identityfunctionals of random probability measuresrandom means

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric inference (62G99)

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Cited In (19)

• Discussion of ``On simulation and properties of the stable law by L. Devroye and L. James
• Dirichlet and Quasi-Bernoulli Laws for Perpetuities
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• Limit theorems for Bajraktarević and Cauchy quotient means of independent identically distributed random variables
• Dirichlet process mixtures under affine transformations of the data
• Title not available (Why is that?)
• The dependent Dirichlet process and related models
• Lamperti-type laws
• Distributional results for means of normalized random measures with independent increments
• Dirichlet Random Walks
• On a Gibbs sampler based random process in Bayesian nonparametrics
• Exact inference for random Dirichlet means
• A Dirichlet process functional approach to heteroscedastic-consistent covariance estimation
• How to Construct a Random Probability Measure
• Random distributions via sequential quantile array
• Quantile clocks
• Title not available (Why is that?)
• Subordinated Brownian motion: last time the process reaches its supremum
• Specification of the Base Measure of Nonparametric Priors via Random Means

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