A Bayesian semi-parametric approach to the ordinal calibration problem

María Paz Casanova and Yasna Orellana

Communications in Statistics - Theory and Methods, 2016, vol. 45, issue 22, 6596-6610

Abstract: We introduce a semi-parametric Bayesian approach based on skewed Dirichlet processes priors for location parameters in the ordinal calibration problem. This approach allows the modeling of asymmetrical error distributions. Conditional posterior distributions are implemented, thus allowing the use of Markov chains Monte Carlo to generate the posterior distributions. The methodology is applied to both simulated and real data.

Date: 2016
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DOI: 10.1080/03610926.2014.963617

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