Muliere, Pietro, Walker, Stephen
In this paper we present a new characterization and perspective on a neutral to the right prior. This characterization is based on a sequence of predictive laws which provides explicitly the...
Neutral to the Right Processes from a Predictive Perspective: A Review and New Developments (1997)
Pietro Muliere, Stephen Walker, Giovanni Dosi
This paper presents a Bayesian nonparametric approach to survival analysis based on arbitrarly right censored data. The first aim will be to show that the neutral to the right process is the natural...
Beta-Stacy processes and a generalization of the Pólya-urn scheme (1997)
Walker, Stephen, Muliere, Pietro
A random cumulative distribution function (cdf) F on $[0, \infty)$ from a beta-Stacy process is defined. It is shown to be neutral to the right and a generalization of the Dirichlet process. The...
Income Thresholds and Income Classes
Conchita D'Ambrosio, Pietro Muliere, Piercesare Secchi
This paper proposes a method for detecting income classes based on the change-point problem. There is an increasing demand for such a method in the literature. Computation of polarization indices...
Target Shortfall Orderings and Indices
Satya R. Chakravarty, Conchita D'Ambrosio, Pietro Muliere
Given any income distribution, to each income we associate a subgroup containing all persons whose incomes are not higher than this income and a person's target shortfall in a subgroup is the gap...
Conjugate Priors Represent Strong Pre-Experimental Assumptions
Eduardo Gutiérrez-Peña, Pietro Muliere
It is well known that Jeffreys' prior is asymptotically least favorable under the entropy risk, i.e. it asymptotically maximizes the mutual information between the sample and the parameter. However,...
Bayesian Nonparametric Estimation for Reinforced Markov Renewal Processes
Markov renewal processes, Estimation, Bayesian nonparametrics, 62M05, 62G05,