Bayesian nonparametric estimation of survival functions with multiple-samples information
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Publication:1753142
DOI10.1214/18-EJS1420zbMATH Open1473.62329arXiv1704.07645OpenAlexW2795549184MaRDI QIDQ1753142FDOQ1753142
Authors: Alan Riva Palacio, Fabrizio Leisen 
Publication date: 28 May 2018
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Abstract: In many real problems, dependence structures more general than exchangeability are required. For instance, in some settings partial exchangeability is a more reasonable assumption. For this reason, vectors of dependent Bayesian nonparametric priors have recently gained popularity. They provide flexible models which are tractable from a computational and theoretical point of view. In this paper, we focus on their use for estimating survival functions with multiple-samples information. Our methodology allows to model the dependence among survival times of different groups of observations and extend previous work to an arbitrary dimension . Theoretical results about the posterior behaviour of the underlying dependent vector of completely random measures are provided. The performance of the model is tested on a simulated dataset arising from a distributional Clayton copula.
Full work available at URL: https://arxiv.org/abs/1704.07645
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Processes with independent increments; Lévy processes (60G51) Nonparametric estimation (62G05) Estimation in survival analysis and censored data (62N02) Random measures (60G57)
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Cited In (9)
- Compound vectors of subordinators and their associated positive Lévy copulas
- Title not available (Why is that?)
- Nonparametric Bayesian estimation of survival function under random left truncation
- Nonparametric bayes estimation of the survival function from a record of failures and follow-ups
- Thinned completely random measures with applications in competing risks models
- A Bayesian nonparametric estimator of a multivariate survival function
- Nonparametric estimation of survival functions by means of partial exchangeability structures
- Survival Regression Models With Dependent Bayesian Nonparametric Priors
- Title not available (Why is that?)
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