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Random probability measures derived from increasing additive processes and their application to Bayesian statistics.

Increasing additive processes (IAP), i.e. processes with positive independent increments, represent a natural tool for defining random probability measures whose distributions act as nonparametric priors for Bayesian inference. It is well-known that the celebrated Dirichlet process can be obtained e...

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Main Author: I. PRUENSTER
Format: Doctoral Thesis
Language: English
Published: 2003
Online Access: http://hdl.handle.net/2318/46583 Closed access