Approximating de Finetti's measures for partially exchangeable sequences
type: Item
instance of: scholarly article
title: Approximating de Finetti's measures for partially exchangeable sequences
zbMATH Open document ID: 0977.60044
DOI: 10.1016/S0167-7152(00)00013-4
author: Alessandra Guglielmi
author: Eugenio Melilli
published in: Statistics \& Probability Letters
publication date: 2000-08-10T00:00:00Z
review text: The authors show how to approximate de Finetti's measure of a partially exchangeable sequence by a mixture of products of Dirichlet measures, explicitly built once the approximation error has been fixed. They claim that this method, when it is meaningfully applied, is an ``objectivist'' procedure for the assessment of prior distributions, since it essentially uses available data (relative to phenomena similar to that they consider) to construct the prior.
reviewed by: Romano Scozzafava
Mathematics Subject Classification ID: 60G09
Mathematics Subject Classification ID: 62C99
zbMATH DE Number: 1486966
zbMATH Keywords: partial exchangeability
zbMATH Keywords: prior elicitation
MaRDI profile type: Publication
cites work: Data. A collection of problems from many fields for the student and research worker
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full work available at URL: s0167-7152(00)00013-4
OpenAlex ID: W1971217495
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description: scientific article; zbMATH DE number 1486966