A multivariate extension of a vector of Poisson- Dirichlet processes
Fabrizio Leisen and
DES - Working Papers. Statistics and Econometrics. WS from Universidad Carlos III de Madrid. Departamento de Estadística
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)
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