58 citations · 104 across the 21 of their papers we have counts for
3 papers · 1 filter
General dependence structures for some models based on exponential families with quadratic variance functions
Luis Nieto-Barajas, Eduardo Gutiérrez-Peña
We describe a procedure to introduce general dependence structures on a set of random variables. These include order- moving average-type structures, as well as seasonal, period…
A Bayesian semiparametric Archimedean copula
Ricardo Hoyos, Luis Nieto-Barajas
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 quad…
Normalized random measures driven by increasing additive processes
Luis E. Nieto-Barajas, Igor Prunster, Stephen G. Walker
This paper introduces and studies a new class of nonparametric prior distributions. Random probability distribution functions are constructed via normalization of random measures d…