On asymptotic properties and almost sure approximation of the normalized inverse-Gaussian process

DOI10.1214/13-BA821zbMath1329.60131arXiv1206.6658OpenAlexW2963124168MaRDI QIDQ908017

Mahmoud Zarepour, Luai Al-Labadi

Publication date: 2 February 2016

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1206.6658

zbMATH Keywords

weak convergenceBrownian bridgeDirichlet processnonparametric Bayesian inferencequantile processnormalized inverse-Gaussian processFerguson and Klass representation

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Bayesian inference (62F15) Order statistics; empirical distribution functions (62G30) Random measures (60G57) Functional limit theorems; invariance principles (60F17)

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