Zobrazeno 1 - 10
of 97
pro vyhledávání: '"Lau, John W."'
Gibbs partitions of the integers generated by stable subordinators of index $\alpha\in(0,1)$ form remarkable classes of random partitions where in principle much is known about their properties, including practically effortless obtainment of otherwis
Externí odkaz:
http://arxiv.org/abs/2211.11223
Pitman(2003)(and subsequently Gnedin and Pitman (2006) showed that a large class of random partitions of the integers derived from a stable subordinator of index $\alpha\in(0,1)$ have infinite Gibbs (product) structure as a characterizing feature. Th
Externí odkaz:
http://arxiv.org/abs/1802.05352
Publikováno v:
The Annals of Applied Statistics, 2019 Jun 01. 13(2), 683-712.
Externí odkaz:
https://www.jstor.org/stable/26754168
Autor:
Lau, John W.
Publikováno v:
Bernoulli 2013, Vol. 19, No. 5B, 2590-2626
This article constructs a class of random probability measures based on exponentially and polynomially tilting operated on the laws of completely random measures. The class is proved to be conjugate in that it covers both prior and posterior random p
Externí odkaz:
http://arxiv.org/abs/1312.5137
Publikováno v:
Bernoulli 2010, Vol. 16, No. 3, 679-704
This paper develops nonparametric estimation for discrete choice models based on the mixed multinomial logit (MMNL) model. It has been shown that MMNL models encompass all discrete choice models derived under the assumption of random utility maximiza
Externí odkaz:
http://arxiv.org/abs/1102.5008
This paper derives explicit results for the infinite Gibbs partitions generated by the jumps of an $\alpha-$stable subordinator, derived in Pitman \cite{Pit02, Pit06}. We first show that for general $\alpha$ the conditional EPPF can be represented as
Externí odkaz:
http://arxiv.org/abs/0708.0619
Pitman~(1999) describes a duality relationship between fragmentation and coagulation operators. An explicit relationship is described for the two-parameter Poisson-Dirichlet laws, with parameters {\footnotesize $(\alpha,\theta)$} and $(\beta,\theta/\
Externí odkaz:
http://arxiv.org/abs/math/0601608
A Class of Generalized Hyperbolic Continuous Time Integrated Stochastic Volatility Likelihood Models
Autor:
James, Lancelot F., Lau, John W.
This paper discusses and analyzes a class of likelihood models which are based on two distributional innovations in financial models for stock returns. That is, the notion that the marginal distribution of aggregate returns of log-stock prices are we
Externí odkaz:
http://arxiv.org/abs/math/0503056
Publikováno v:
In Mechanical Systems and Signal Processing August 2015 60-61:316-325
Autor:
Lau, John W., Cripps, Edward
Publikováno v:
Sankhyā: The Indian Journal of Statistics, Series A (2008-), 2015 Aug 01. 77(2), 300-329.
Externí odkaz:
http://www.jstor.org/stable/44114256