Nonparametric Bayesian modelling using skewed Dirichlet processes

Simple item page
dc.contributor.authorIglesias, Pilar L.
dc.contributor.authorOrellana, Yasna
dc.contributor.authorQuintana, Fernando A.
dc.date.accessioned2024-01-10T12:07:01Z
dc.date.available2024-01-10T12:07:01Z
dc.date.issued2009
dc.description.abstractWe introduce a new class of discrete random probability measures that extend the definition of Dirichlet process (DP) by explicitly incorporating skewness. The asymmetry is controlled by a single parameter in such a way that symmetric DPs are obtained as a special case of the general construction. We review the main properties of skewed DPs and develop appropriate Polya urn schemes. We illustrate the modelling in the context of linear regression models of the capital asset pricing model (CAPM) type, where assessing symmetry for the error distribution is important to check validity of the model. (C) 2008 Elsevier B.V. All rights reserved.
dc.fechaingreso.objetodigital01-04-2024
dc.format.extent12 páginas
dc.fuente.origenWOS
dc.identifier.doi10.1016/j.jspi.2008.07.009
dc.identifier.eissn1873-1171
dc.identifier.issn0378-3758
dc.identifier.urihttps://doi.org/10.1016/j.jspi.2008.07.009
dc.identifier.urihttps://repositorio.uc.cl/handle/11534/76234
dc.identifier.wosidWOS:000262061300042
dc.information.autorucMatemática;Iglesias P;S/I;100265
dc.information.autorucMatemática;Orellana Y;S/I;85686
dc.information.autorucMatemática;Quintana F;S/I;100343
dc.issue.numero3
dc.language.isoen
dc.nota.accesocontenido parcial
dc.pagina.final1214
dc.pagina.inicio1203
dc.publisherELSEVIER
dc.revistaJOURNAL OF STATISTICAL PLANNING AND INFERENCE
dc.rightsacceso restringido
dc.subjectBayes factor
dc.subjectDensity estimation
dc.subjectDirichlet process
dc.subjectLinear regression model
dc.subjectPolya sequence
dc.subjectSkewed distribution
dc.subjectGENERAL-CLASS
dc.subjectREGRESSION
dc.subjectDISTRIBUTIONS
dc.subjectINFERENCE
dc.subjectMIXTURE
dc.subjectDENSITY
dc.subject.ods03 Good Health and Well-being
dc.subject.odspa03 Salud y bienestar
dc.titleNonparametric Bayesian modelling using skewed Dirichlet processes
dc.typeartículo
dc.volumen139
sipa.codpersvinculados100265
sipa.codpersvinculados85686
sipa.codpersvinculados100343
sipa.indexWOS
sipa.indexScopus
sipa.trazabilidadCarga SIPA;09-01-2024
Files
Original bundle
Now showing 1 - 1 of 1
Thumbnail Image
Name:
2024-04-01. Nonparametric Bayesian modelling using skewed Dirichlet processes.pdf
Size:
2.53 KB
Format:
Adobe Portable Document Format
Description:
Download
Collections
Artículos de revistas