Discussion of “On simulation and properties of the stable law” by L. Devroye and L. James

We contribute to the discussion of the paper by Devroye and James, by reviewing some of the most meaningful results that relate the unilateral stable distribution with the asymptotic behavior of the so-called Ewens-Pitman sampling model. Our focus is then on how these results have been exploited in the context of Bayesian nonparametric inference for species sampling problems. Copyright Springer-Verlag Berlin Heidelberg 2014

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Year of publication:	2014
Authors:	Favaro, Stefano ; Nipoti, Bernardo
Published in:	Statistical Methods and Applications. - Springer, ISSN 1618-2510. - Vol. 23.2014, 3, p. 365-369
Publisher:	Springer
Subject:	Tilted stable distribution \| Ewens-Pitman sampling model \| Bayesian nonparametric inference \| Two-parameter Poisson-Dirichlet process \| Asymptotic credible intervals

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

Persistent link: https://www.econbiz.de/10010998664