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  • Search: subject:"neutral to the right processes"
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Year of publication
Subject
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Bayesian Nonparametrics 2 Completely random measures 2 Dirichlet process 2 Functionals of random probability measures 2 Generalized Stieltjes transform 2 Neutral to the right processes 2 Normalized random measures 2 Posterior distribution 2 Random means 2 Random probability measure 2 Cifarelli-Regazzini identity 1 Cifarelli–Regazzini identity 1 Failing system 1 Two-parameter Poisson-Dirichlet process 1 Two–parameter Poisson–Dirichlet process 1 credit risk 1 firms' defaults 1 neutral to the right processes 1 urn model 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Book / Working Paper 2 Article 1
Language
All
English 2 Undetermined 1
Author
All
Lijoi, Antonio 2 CIRILLO, PASQUALE 1 HÜSLER, JÜRG 1 MULIERE, PIETRO 1 Pruenster, Igor 1 Prünster, Igor 1
Institution
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Collegio Carlo Alberto, Università degli Studi di Torino 1 International Centre for Economic Research (ICER) 1
Published in...
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Carlo Alberto Notebooks 1 ICER Working Papers - Applied Mathematics Series 1 International Journal of Theoretical and Applied Finance (IJTAF) 1
Source
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RePEc 3
Showing 1 - 3 of 3
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Distributional properties of means of random probability measures
Lijoi, Antonio; Prünster, Igor - Collegio Carlo Alberto, Università degli Studi di Torino - 2009
The present paper provides a review of the results concerning distributional properties of means of random probability measures. Our interest in this topic has originated from inferential problems in Bayesian Nonparametrics. Nonetheless, it is worth noting that these random quantities play an...
Persistent link: https://www.econbiz.de/10008518912
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A NONPARAMETRIC URN-BASED APPROACH TO INTERACTING FAILING SYSTEMS WITH AN APPLICATION TO CREDIT RISK MODELING
CIRILLO, PASQUALE; HÜSLER, JÜRG; MULIERE, PIETRO - In: International Journal of Theoretical and Applied … 13 (2010) 08, pp. 1223-1240
In this paper we propose a new nonparametric approach to interacting failing systems (FS), that is systems whose probability of failure is not negligible in a fixed time horizon, a typical example being firms and financial bonds. The main purpose when studying a FS is to calculate the...
Persistent link: https://www.econbiz.de/10008763461
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Cover Image
Distributional Properties of means of Random Probability Measures
Lijoi, Antonio; Pruenster, Igor - International Centre for Economic Research (ICER) - 2009
The present paper provides a review of the results concerning distributional properties of means of random probability measures. Our interest in this topic has originated from inferential problems in Bayesian Nonparametrics. Nonetheless, it is worth noting that these random quantities play an...
Persistent link: https://www.econbiz.de/10008495358
Saved in:
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