A bivariate Dirichlet process

This paper introduces a bivariate Dirichlet process for modelling a partially exchangeable sequence of observables. The proposed model would be relevant when two distributions are unknown but are thought to be close to each other. For two random distributions with the same marginals, the belief in the degree of closeness is expressed through the correlation between masses assigned to equal sets.

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Year of publication:	2003
Authors:	Walker, Stephen ; Muliere, Pietro
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 64.2003, 1, p. 1-7
Publisher:	Elsevier
Keywords:	Correlation Exchangeability Dirichlet-multinomial process Partial exchangeability

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005259243