Semi- and Non-parametric Bayesian Analysis of Duration Models with Dirichlet Priors: A Survey

DOI10.1111/j.1751-5823.1999.tb00426.xzbMath0968.62033OpenAlexW2106846108MaRDI QIDQ4269634

Michel Mouchart, Jean-Marie Rolin, Jean-Pierre Florens

Publication date: 17 September 2001

Published in: International Statistical Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1751-5823.1999.tb00426.x

zbMATH Keywords

proportional hazard modelheterogeneitybeta processesduration datacensored observationsneutral to the right processesnonparametric Bayesian statisticsDirichlet measures

Mathematics Subject Classification ID

Bayesian inference (62F15) Survival analysis and censored data (62N99) Inference from stochastic processes (62M99) Nonparametric inference (62G99)

Related Items (6)

A Bayesian analysis of exogeneity in models pooling time-series and cross-sectional data ⋮ Bayesian multiscale analysis of the Cox model ⋮ Nearly unbiased estimation in a biparametric exponential family ⋮ Robust identification of highly persistent interest rate regimes ⋮ On the unidentifiability of the fixed-effects 3PL model ⋮ Some issues in nonparametric Bayesian modeling using species sampling models

Cites Work

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• On a class of Bayesian nonparametric estimates. II: Hazard rate estimates
• Econometric duration analysis
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• On the posterior distribution of a Dirichlet process given randomly right censored observations
• Bayesian semiparametric estimation of proportional hazards models
• The Identifiability of the Proportional Hazard Model
• True and Spurious Duration Dependence: The Identifiability of the Proportional Hazard Model
• Nonparametric Bayesian Estimation of Survival Curves from Incomplete Observations
• Estimating Normal Means with a Dirichlet Process Prior
• Bayesian Density Estimation and Inference Using Mixtures
• Statistical models based on counting processes

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