Nonparametric Bayes estimators based on beta processes in models for life history data (Q923548)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Nonparametric Bayes estimators based on beta processes in models for life history data
scientific article

    Statements

    Nonparametric Bayes estimators based on beta processes in models for life history data (English)
    0 references
    0 references
    1990
    0 references
    The problem of finding Bayes estimators for cumulative hazard rates and related quantities, w.r.t. prior distributions that correspond to cumulative hazard rate processes with positive, independent increments, is studied. A class of prior processes, termed beta processes, is introduced and shown to constitute a conjugate class. As an introduction, a nonparametric time-discrete model for survival data, which is of some independent interest, is studied. An advantage of modelling cumulative hazard rates instead of cumulative distribution functions is that extensions are possible, for instance to time-inhomogeneous Markov chains.
    0 references
    life history data
    0 references
    time-inhomogeneous Markov chains
    0 references
    posterior distributions
    0 references
    semiparametric Bayesian analysis of the Cox regression model
    0 references
    vague prior
    0 references
    Nelson-Aalen estimator
    0 references
    Kaplan-Meier estimator
    0 references
    censoring
    0 references
    Lévy process
    0 references
    nonparametric Bayes
    0 references
    Bayes estimators
    0 references
    cumulative hazard rates
    0 references
    prior distributions
    0 references
    cumulative hazard rate processes
    0 references
    positive, independent increments
    0 references
    beta processes
    0 references
    conjugate class
    0 references
    time-discrete model for survival data
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references