Integrability conditions for compound random measures
Alan Riva Palacio and
Statistics & Probability Letters, 2018, vol. 135, issue C, 32-37
Compound random measures (CoRM’s) are a flexible and tractable framework for vectors of completely random measure. In this paper, we provide conditions to guarantee the existence of a CoRM. Furthermore, we prove some interesting properties of CoRM’s when exponential scores and regularly varying Lévy intensities are considered.
Keywords: Bayesian non-parametrics; Multivariate Lévy measure; Partial exchangeability; Exchangeable Partition Probability Function (search for similar items in EconPapers)
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