Bayesian estimation of semiparametric nonlinear dynamic factor analysis models using the Dirichlet process prior: Semiparametric nonlinear DFA models with the DP prior
Author(s) -
Sy Miin Chow,
Niansheng Tang,
Ying Yuan,
Song Xin-yuan,
Hongtu Zhu
Publication year - 2011
Publication title -
carolina digital repository (university of north carolina at chapel hill)
Language(s) - English
DOI - 10.17615/zv24-sy66
Subject(s) - nonlinear system , semiparametric model , mathematics , bayesian probability , dirichlet process , dirichlet distribution , semiparametric regression , estimation , econometrics , computer science , statistics , nonparametric statistics , mathematical analysis , economics , physics , quantum mechanics , boundary value problem , management
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