EconPapers    
Economics at your fingertips  
 

A multivariate extension of a vector of Poisson- Dirichlet processes

Fabrizio Leisen and W. Zhu

DES - Working Papers. Statistics and Econometrics. WS from Universidad Carlos III de Madrid. Departamento de Estadística

Abstract: Recently, Leisen and Lijoi (2011) introduced a bivariate vector of random probability measures with Poisson-Dirichlet marginals where the dependence is induced through a Lévy's Copula. In this paper the same approach is used for generalizing such a vector to the multivariate setting. Some non-trivial results are proved in the multidimensional case, in particular, the Laplace transform and the Exchangeable Partition Probability function (EPPF). Finally, some numerical illustrations of the EPPF are provided

Keywords: Bayesian; inference; Dirichlet; process; Vectors; of; Poisson-Dirichlet; processes; Multivariate; Lévy; measure; Partial; exchangeability; Partition; probability; function (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-ecm
Date: 2013-06
References: View references in EconPapers View complete reference list from CitEc
Citations View citations in EconPapers (2) Track citations by RSS feed

Downloads: (external link)
https://e-archivo.uc3m.es/bitstream/handle/10016/17179/ws132220.pdf?sequence=1 (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:cte:wsrepe:ws132220

Access Statistics for this paper

More papers in DES - Working Papers. Statistics and Econometrics. WS from Universidad Carlos III de Madrid. Departamento de Estadística
Bibliographic data for series maintained by Ana Poveda ().

 
Page updated 2018-07-10
Handle: RePEc:cte:wsrepe:ws132220