A multivariate extension of a vector of Poisson- Dirichlet processes
Fabrizio Leisen, Weimeng Zhu · RePEc: Research Papers in Economics · 2013
Recently, Leisen and Lijoi (2011) introduced a bivariate vector of random probability measures with Poisson-Dirichlet marginals where the dependence is induced through a Levy's Copula. In this paper the same approach is used for generalizing such a vector to the multivariate setting. Some non-trivial results are proved in the multidimensional case, in particular, the Laplace transform and the Exchangeable Partition Probability function (EPPF). Finally, some numerical illustrations of the EPPF are provided