Parametric Models for A N : Splitting Processes and Mixtures
Bruce M. Hill · Journal of the Royal Statistical Society Series B (Methodological) · 1993
SUMMARY A class of parametric models, called splitting processes, is defined, by using de Finetti's concept of adherent mass. Such splitting processes give rise to complex mixtures of distributions. It is proved that the nonparametric Bayesian predictive procedure A n , of Hill, holds exactly for a member of this class called a nested splitting process. The connection between A n and the Dirichlet process is stated and proved. A multivariate version of A n , based on splitting processes, is proposed.