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Bayesian estimation of semiparametric nonlinear dynamic factor analysis models using the Dirichlet process prior
Parameters in time series and other dynamic models often show complex range restrictions and their distributions may deviate substantially from multivariate normal or other standard parametric distributions. We use the truncated Dirichlet process (DP) as a non-parametric prior for such dynamic param...
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| Autori principali: | , , , , |
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| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
2011
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| Soggetti: | |
| Accesso online: | https://ncbi.nlm.nih.gov/pmc/articles/PMC3199348/ https://ncbi.nlm.nih.gov/pubmed/21506946 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1348/000711010X497262 |
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