IDEAS home Printed from https://ideas.repec.org/a/bla/stanee/v56y2002i1p110-127.html
   My bibliography  Save this article

Nonparametric Bayes inference for concave distribution functions

Author

Listed:
  • Martin B. Hansen
  • Steffen L. Lauritzen

Abstract

Bayesian inference for concave distribution functions is investigated. This is made by transforming a mixture of Dirichlet processes on the space of distribution functions to the space of concave distribution functions. We give a method for sampling from the posterior distribution using a Pólya urn scheme in combination with a Markov chain Monte Carlo algorithm. The methods are extended to estimation of concave distribution functions for incompletely observed data.

Suggested Citation

  • Martin B. Hansen & Steffen L. Lauritzen, 2002. "Nonparametric Bayes inference for concave distribution functions," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 56(1), pages 110-127, February.
    • Handle: RePEc:bla:stanee:v:56:y:2002:i:1:p:110-127
    DOI: 10.1111/1467-9574.04600
    as

    Download full text from publisher

    File URL: https://doi.org/10.1111/1467-9574.04600
    Download Restriction: no
    File URL: https://libkey.io/10.1111/1467-9574.04600?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Tomasz Rychlik, 2019. "Sharp bounds on distribution functions and expectations of mixtures of ordered families of distributions," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 28(1), pages 166-195, March.
    2. Athanasios Kottas & Milovan Krnjajić, 2009. "Bayesian Semiparametric Modelling in Quantile Regression," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 36(2), pages 297-319, June.
    3. Nora Saadi & Smail Adjabi & Ali Gannoun, 2018. "The selection of the number of terms in an orthogonal series cumulative function estimator," Statistical Papers, Springer, vol. 59(1), pages 127-152, March.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:stanee:v:56:y:2002:i:1:p:110-127. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: http://www.blackwellpublishing.com/journal.asp?ref=0039-0402 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.