EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Completely random measures"
Narrow search

Narrow search

Year of publication
Subject
All
Completely random measures 10 Posterior distribution 9 Bayesian Nonparametrics 6 Bayesian nonparametrics 6 Bayes-Statistik 4 Bayesian inference 4 Dependent stable processes 4 Nichtparametrisches Verfahren 4 Nonparametric statistics 4 Partial exchangeability 4 Poisson-Dirichlet process 4 Species sampling models 4 Survival function 4 Asymptotics 3 Bayesian nonparametric statistics 3 Bivariate completely random measures 3 L´evy copula 3 L´evy copulas 3 Normalized generalized gamma process 3 Polynomially and exponentially tilted random variables 3 Probability theory 3 Statistical distribution 3 Statistische Verteilung 3 Wahrscheinlichkeitsrechnung 3 Estimation theory 2 Multivariate Verteilung 2 Multivariate distribution 2 Normalized random measures 2 Schätztheorie 2 Statistical theory 2 Statistische Methodenlehre 2 Theorie 2 Theory 2 completely random measures 2 Bayesian non parametrics 1 Bercovici-Pata bijection 1 Cifarelli-Regazzini identity 1 Dependent processes 1 Dirichlet process 1 Duration analysis 1
more ... less ...
Online availability
All
Free 16
Type of publication
All
Book / Working Paper 16
Type of publication (narrower categories)
All
Graue Literatur 4 Non-commercial literature 4 Working Paper 4 Arbeitspapier 1
Language
All
English 14 Undetermined 2
Author
All
Lijoi, Antonio 14 Epifani, Ilenia 4 Favaro, Stefano 4 Leisen, Fabrizio 4 Prünster, Igor 4 Prunster, Igor 2 Blasi, Pierpaolo De 1 Camerlenghi, Federico 1 Collet, Francesca 1 James, Lancelot F. 1 Muliere, Pietro 1 Nipoti, Bernardo 1
more ... less ...
Institution
All
Collegio Carlo Alberto, Università degli Studi di Torino 4 Dipartimento di Scienze Economiche e Aziendali, Università degli Studi di Pavia 4 Departamento de Estadistica, Universidad Carlos III de Madrid 1
Published in...
All
Quaderni di Dipartimento 6 Carlo Alberto Notebooks 4 Quaderni del Dipartimento 3 Carlo Alberto notebooks 1 DEM Working Papers Series 1 Statistics and Econometrics Working Papers 1
Source
All
RePEc 9 ECONIS (ZBW) 4 EconStor 3
Showing 1 - 10 of 16
Cover Image
Survival analysis via hierarchically dependent mixture hazards
Camerlenghi, Federico; Lijoi, Antonio; Prünster, Igor - 2020
Persistent link: https://www.econbiz.de/10012297524
Saved in:
Cover Image
A class of hazard rate mixtures for combining survival data from different experiments
Lijoi, Antonio; Nipoti, Bernardo - Dipartimento di Scienze Economiche e Aziendali, … - 2013
expressed as kernel mixtures of dependent completely random measures. This leads to define dependent nonparametric prior …
Persistent link: https://www.econbiz.de/10011145336
Saved in:
Cover Image
Asymptotics for a Bayesian nonparametric estimator of species richness
Favaro, Stefano; Lijoi, Antonio; Prunster, Igor - 2011
In Bayesian nonparametric inference, random discrete probability measures are commonly used as priors within hierarchical mixture models for density estimation and for inference on the clustering of the data. Recently it has been shown that they can also be exploited in species sampling...
Persistent link: https://www.econbiz.de/10010335257
Saved in:
Cover Image
Asymptotics for a Bayesian nonparametric estimator of species richness
Favaro, Stefano; Lijoi, Antonio; Prunster, Igor - Dipartimento di Scienze Economiche e Aziendali, … - 2011
In Bayesian nonparametric inference, random discrete probability measures are commonly used as priors within hierarchical mixture models for density estimation and for inference on the clustering of the data. Recently it has been shown that they can also be exploited in species sampling...
Persistent link: https://www.econbiz.de/10009651024
Saved in:
Cover Image
Free completely random measures
Collet, Francesca; Leisen, Fabrizio - Departamento de Estadistica, Universidad Carlos III de … - 2011
completely random measures introduced by Kingman (1967). In this paper, a free analogous of completely random measures is …
Persistent link: https://www.econbiz.de/10009321210
Saved in:
Cover Image
Asymptotics for a Bayesian nonparametric estimator of species richness
Favaro, Stefano; Lijoi, Antonio; Prünster, Igor - 2011
In Bayesian nonparametric inference, random discrete probability measures are commonly used as priors within hierarchical mixture models for density estimation and for inference on the clustering of the data. Recently it has been shown that they can also be exploited in species sampling...
Persistent link: https://www.econbiz.de/10010343850
Saved in:
Cover Image
Vectors of two-parameter Poisson-Dirichlet processes
Leisen, Fabrizio; Lijoi, Antonio - 2010
The definition of vectors of dependent random probability measures is a topic of interest in applications to Bayesian statistics. They, indeed, represent dependent nonparametric prior distributions that are useful for modelling observables for which specific covariate values are known. In this...
Persistent link: https://www.econbiz.de/10010335255
Saved in:
Cover Image
Vectors of two-parameter Poisson-Dirichlet processes
Leisen, Fabrizio; Lijoi, Antonio - Dipartimento di Scienze Economiche e Aziendali, … - 2010
The definition of vectors of dependent random probability measures is a topic of interest in applications to Bayesian statistics. They, indeed, represent dependent nonparametric prior distributions that are useful for modelling observables for which specific covariate values are known. In this...
Persistent link: https://www.econbiz.de/10009651075
Saved in:
Cover Image
Vectors of two-parameter Poisson-Dirichlet processes
Leisen, Fabrizio; Lijoi, Antonio - 2010
The definition of vectors of dependent random probability measures is a topic of interest in applications to Bayesian statistics. They, indeed, represent dependent nonparametric prior distributions that are useful for modelling observables for which specific covariate values are known. In this...
Persistent link: https://www.econbiz.de/10010343891
Saved in:
Cover Image
Nonparametric Priors for Vectors of Survival Functions
Epifani, Ilenia; Lijoi, Antonio - 2009
The paper proposes a new nonparametric prior for two-dimensional vectors of survival functions (S1, S2). The definition we introduce is based on the notion of L´evy copula and it will be used to model, in a nonparametric Bayesian framework, two-sample survival data. Such an application will...
Persistent link: https://www.econbiz.de/10010335314
Saved in:
  • 1
  • 2
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...