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dc.date.accessioned2013-03-12T08:18:12Z
dc.date.available2013-03-12T08:18:12Z
dc.date.issued2003en_US
dc.date.submitted2011-07-08en_US
dc.identifier.urihttp://hdl.handle.net/10852/10310
dc.description.abstractTwo characterisations of a random mean from a Dirichlet process, as a limit of finite sums of a simple symmetric form and as a solution of certain stochastic equations, are investigated. These are used to reach results on and new insight into such random means. In particular, identities involving functional transforms and recursive moment formulae are established. Furthermore, characterisations for several choices of the Dirichlet process parameter (leading to symmetric, unimodal, stable and finite mixture distributions) are provided. The theory also extends to the case of several random Dirichlet means simultaneously, a situation not covered earlier in the literature.eng
dc.language.isoengen_US
dc.publisherMatematisk Institutt, Universitetet i Oslo
dc.relation.ispartofPreprint series. Statistical Research Report http://urn.nb.no/URN:NBN:no-23420en_US
dc.relation.urihttp://urn.nb.no/URN:NBN:no-23420
dc.rights© The Author(s) (2003). This material is protected by copyright law. Without explicit authorisation, reproduction is only allowed in so far as it is permitted by law or by agreement with a collecting society.
dc.titleCharacterisations of Random Dirichlet Meansen_US
dc.typeResearch reporten_US
dc.date.updated2011-07-08en_US
dc.rights.holderCopyright 2003 The Author(s)
dc.creator.authorHjort, Nils Liden_US
dc.creator.authorOngaro, Andreaen_US
dc.subject.nsiVDP::410en_US
dc.identifier.urnURN:NBN:no-28255en_US
dc.type.documentForskningsrapporten_US
dc.identifier.duo132103en_US
dc.identifier.fulltextFulltext https://www.duo.uio.no/bitstream/handle/10852/10310/1/stat-res-08-03.pdf


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