Convergence of Dirichlet measures arising in context of Bayesian analysis of competing risks models

DOI10.1006/JMVA.1997.1679zbMATH Open0874.62051OpenAlexW2080961387MaRDI QIDQ1365548FDOQ1365548

Authors Victor H. Salinas-Torres, Ram C. Tiwari, Carlos A. B. Pereira 

Publication date 13 October 1997

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jmva.1997.1679

zbMATH Keywords

Bayes estimationDirichlet processessample sizesrandom censored modelvectors of subprobability measuresweak convergence of Dirichlet measures

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Foundations and philosophical topics in statistics (62A01) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

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• A Bayesian analysis of some nonparametric problems
• A Bayesian method for weighted sampling
• Nonparametric Bayes estimators based on beta processes in models for life history data

Cited in

(7)

• Nonparametric Bayesian data analysis
• Convergence of dirichlet invariant measures and the limits of bayes estimates
• Some issues in nonparametric Bayesian modeling using species sampling models
• Reliability nonparametric Bayesian estimation for the masked data of parallel systems in step-stress accelerated life tests
• Bayesian nonparametric estimation in a series system or a competing-risks model
• Correction in Bayesian nonparametric estimation in a series system or a competing-risk model
• On Bayesian estimation of a survival curve: comparative study and examples

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