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Discussion of “On simulation and properties of the stable law” by L. Devroye and L. James

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  • Stefano Favaro
  • Bernardo Nipoti

Abstract

We contribute to the discussion of the paper by Devroye and James, by reviewing some of the most meaningful results that relate the unilateral stable distribution with the asymptotic behavior of the so-called Ewens-Pitman sampling model. Our focus is then on how these results have been exploited in the context of Bayesian nonparametric inference for species sampling problems. Copyright Springer-Verlag Berlin Heidelberg 2014

Suggested Citation

  • Stefano Favaro & Bernardo Nipoti, 2014. "Discussion of “On simulation and properties of the stable law” by L. Devroye and L. James," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 23(3), pages 365-369, August.
    • Handle: RePEc:spr:stmapp:v:23:y:2014:i:3:p:365-369
    DOI: 10.1007/s10260-014-0270-y
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    References listed on IDEAS

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    1. Stefano Favaro & Antonio Lijoi & Ramsés H. Mena & Igor Prünster, 2009. "Bayesian non‐parametric inference for species variety with a two‐parameter Poisson–Dirichlet process prior," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 71(5), pages 993-1008, November.
    2. Hofert, Marius, 2011. "Efficiently sampling nested Archimedean copulas," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 57-70, January.
    3. Stefano Favaro & Antonio Lijoi & Ramsés H. Mena & Igor Prünster, 2009. "Bayesian nonparametric inference for species variety with a two parameter Poisson-Dirichlet process prior," Carlo Alberto Notebooks 123, Collegio Carlo Alberto.
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    Cited by:

    1. Lucio Barabesi & Carolina Becatti & Marzia Marcheselli, 2018. "The Tempered Discrete Linnik distribution," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 27(1), pages 45-68, March.

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