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Normalised latent measure factor models

Beraha, M; Griffin, JE

Beraha, M (通讯作者),Univ Torino, Dept Econ & Stat, Corso Unione Sovietica 218-Bis, I-10134 Turin, Italy.

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 2023; 85 (4): 1247

Abstract

We propose a methodology for modelling and comparing probability distributions within a Bayesian nonparametric framework. Building on dependent normal......

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