Estimation of Poisson‐Dirichlet Parameters with Monotone Missing Data
Xueqin Zhou, Jinlong Huang, Xianyi Wu · Mathematical Problems in Engineering · 2017
This article considers the estimation of the unknown numerical parameters and the density of the base measure in a Poisson‐Dirichlet process prior with grouped monotone missing data. The numerical parameters are estimated by the method of maximum likelihood estimates and the density function is estimated by kernel method. A set of simulations was conducted, which shows that the estimates perform well.