Bayesian analysis of proportional hazard models

DOI10.1214/AOS/1051027878zbMath1053.62036OpenAlexW1997771138MaRDI QIDQ1429314

Yongdai Kim, Jaeyong Lee

Publication date: 18 May 2004

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1051027878

zbMATH Keywords

censoringleft truncationpropriety of posteriorneutral to the right process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Survival analysis and censored data (62N99)

Related Items (14)

Survival Regression Models With Dependent Bayesian Nonparametric Priors ⋮ Markov jump random c.d.f.'s and their posterior distributions ⋮ Adaptive rates of contraction of posterior distributions in Bayesian wavelet regression ⋮ Posterior analysis for some classes of nonparametric models ⋮ The Bernstein-von Mises theorem for the proportional hazard model ⋮ A new algorithm to generate beta processes ⋮ Linear and quadratic functionals of random hazard rates: An asymptotic analysis ⋮ Bayesian partial likelihood approach for tied observations ⋮ Bayesian Analysis of the Proportional Hazards Model with Time‐Varying Coefficients ⋮ Bayesian Survival Analysis in Proportional Hazard Models with Logistic Relative Risk ⋮ On posterior distribution of Bayesian wavelet thresholding ⋮ Bayesian analysis for monotone hazard ratio ⋮ Non-parametric Bayesian analysis of clustered survival data ⋮ Adaptive Bayesian inference for current status data on a grid

Cites Work

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• Nonparametric Bayes estimators based on beta processes in models for life history data
• Tailfree and neutral random probabilities and their posterior distributions
• On posterior consistency of survival models
• Nonparametric Bayesian estimators for counting processes
• A Bayesian analysis of some nonparametric problems
• Bayesian nonparametric statistical inference for Poisson point processes
• Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales

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