10 citations · 18 across the 13 of their papers we have counts for
13 papers
Random Discrete Probability Measures Based on Negative Binomial Process
Sadegh Chegini, Mahmoud Zarepour
An important functional of Poisson random measure is the negative binomial process (NBP). We use NBP to introduce a generalized Poisson-Kingman distribution and its corresponding r…
A Note on Bayesian Nonparametric Inference for Spherically Symmetric Distribution
Reyhaneh Hosseini, Mahmoud Zarepour
In this paper, we describe a Bayesian nonparametric approach to make inference for a bivariate spherically symmetric distribution. We consider a Dirichlet invariant process prior o…
A Note on Bootstrapping M-estimates from Unstable AR(2) Process with Infinite Variance Innovations
Maryam Sohrabi, Mahmoud Zarepour
The limiting distribution for M-estimates in a non-stationary autoregressive model with heavy-tailed error is computationally intractable. To make inferences based on the M-estimat…
A Bayesian nonparametric chi-squared goodness-of-fit test
Reyhaneh Hosseini, Mahmoud Zarepour
The Bayesian nonparametric inference and Dirichlet process are popular tools in statistical methodologies. In this paper, we employ the Dirichlet process in hypothesis testing to p…
Bootstrapping the Mean Vector for the Observations in the Domain of Attraction of a Multivariate Stable Law
Maryam Sohrabi, Mahmoud Zarepour
We consider a robust estimation of the mean vector for a sequence of i.i.d. observations in the domain of attraction of a stable law with different indices of stability, $DS(α_1, \…
Asymptotic Theory for M-Estimates in Unstable AR(p) Processes with Infinite Variance Innovations
Maryam Sohrabi, Mahmoud Zarepour
In this paper, we present the asymptotic distribution of M-estimators for parameters in non-stationary AR(p) processes. The innovations are assumed to be in the domain of attractio…