کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1149804 957895 2009 12 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Nonparametric Bayesian modelling using skewed Dirichlet processes
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
Nonparametric Bayesian modelling using skewed Dirichlet processes
چکیده انگلیسی

We 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.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 139, Issue 3, 1 March 2009, Pages 1203–1214
نویسندگان
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