Luis E. Nieto‐Barajas

A Bayesian semiparametric Archimedean copula

2018 · arXiv (Cornell University)

An Archimedean copula is characterised by its generator. This is a real function whose inverse behaves as a survival function. We propose a semiparametric generator based on a quadratic spline. This is achieved by modelling …

Modeling with normalized random measure mixture models

2016

The Dirichlet process mixture model and more general mixtures based on discrete random probability measures have been shown to be flexible and accurate models for density estimation and clustering. The goal of this paper is …