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• W2016608935 abstract "Widely used parametric generalized linear models are, unfortunately, a somewhat limited class of specifications. Nonparametric aspects are often introduced to enrich this class, resulting in semiparametric models. Focusing on single or k-sample problems, many classical nonparametric approaches are limited to hypothesis testing. Those that allow estimation are limited to certain functionals of the underlying distributions. Moreover, the associated inference often relies upon asymptotics when nonparametric specifications are often most appealing for smaller sample sizes. Bayesian nonparametric approaches avoid asymptotics but have, to date, been limited in the range of inference. Working with Dirichlet process priors, we overcome the limitations of existing simulation-based model fitting approaches which yield inference that is confined to posterior moments of linear functionals of the population distribution. This article provides a computational approach to obtain the entire posterior distribution for more general functionals. We illustrate with three applications: investigation of extreme value distributions associated with a single population, comparison of medians in a k-sample problem, and comparison of survival times from different populations under fairly heavy censoring." @default.
• W2016608935 created "2016-06-24" @default.
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• W2016608935 date "2002-06-01" @default.
• W2016608935 modified "2023-10-14" @default.
• W2016608935 title "A Computational Approach for Full Nonparametric Bayesian Inference Under Dirichlet Process Mixture Models" @default.
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• W2016608935 doi "https://doi.org/10.1198/106186002760180518" @default.
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