58 citations · 104 across the 21 of their papers we have counts for
26 papers
A binary factor model
Luis E. Nieto-Barajas
The orthogonal factor model has been a very useful tool in uncovering covariance structures in a set of variables through a smaller set of underlying factors. This old model is sui…
The Dirichlet Process as sampling distribution
Luis E. Nieto-Barajas
The Dirichlet process (DP) is the most common bayesian nonparametric prior, however, its properties as sampling distribution have not been studied nor inference on its parameters.…
Modelling heavy tail data with bayesian nonparametric mixtures
Luis E. Nieto-Barajas
In the study of heavy tail data, several models have been introduced. If the interest is in the tail of the distribution, block maxima or excess over thresholds are the typical app…
Negative binomial models for development triangles of counts
Luis E. Nieto-Barajas, Rodrigo S. Targino
Prediction of outstanding claims has been done via nonparametric models (chain ladder), semiparametric models (overdispersed poisson) or fully parametric models. In this paper, we…
Graphical models with marginals in the exponential family
Luis E. Nieto-Barajas, Simón Lunagómez
Graphical models encode conditional independence statements of a multivariate distribution via a graph. Traditionally, the marginal distributions in a graphical model are assumed t…
Bayesian nonparametric mixtures of Archimedean copulas
Ruyi Pan, Luis E. Nieto-Barajas, Radu V. Craiu
Copula-based dependence modeling often relies on parametric formulations. This is mathematically convenient, but can be statistically inefficient when the parametric families are n…