Circumventing the need for an analytical approach, we provide an alternative derivation of a Gibbs characterization of normalized generalized Gamma processes recently obtained in Lijoi et al. [Lijoi, A., Prünster, I., Walker, S.G., 2008. Investigating nonparametric priors with Gibbs structure. Statist. Sin. (in press)], by exploiting a Pitman's characterization of exponentially tilted Poisson-Kingman models. © 2008 Elsevier B.V. All rights reserved.
On a Gibbs characterization of normalized generalized Gamma processes / Cerquetti, Annalisa. - In: STATISTICS & PROBABILITY LETTERS. - ISSN 0167-7152. - STAMPA. - 78:18(2008), pp. 3123-3128. [10.1016/j.spl.2008.05.027]
On a Gibbs characterization of normalized generalized Gamma processes
CERQUETTI, ANNALISA
2008
Abstract
Circumventing the need for an analytical approach, we provide an alternative derivation of a Gibbs characterization of normalized generalized Gamma processes recently obtained in Lijoi et al. [Lijoi, A., Prünster, I., Walker, S.G., 2008. Investigating nonparametric priors with Gibbs structure. Statist. Sin. (in press)], by exploiting a Pitman's characterization of exponentially tilted Poisson-Kingman models. © 2008 Elsevier B.V. All rights reserved.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
