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On a Gibbs characterization of normalized generalized Gamma processes

Annalisa Cerquetti

Statistics & Probability Letters, 2008, vol. 78, issue 18, 3123-3128

Abstract: Circumventing the need for an analytical approach, we provide an alternative derivation of a Gibbs characterization of normalized generalized Gamma processes recently obtained in Lijoi et al. [Lijoi, A., Prünster, I., Walker, S.G., 2008. Investigating nonparametric priors with Gibbs structure. Statist. Sin. (in press)], by exploiting a Pitman's characterization of exponentially tilted Poisson-Kingman models.

Date: 2008
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