Bayesian semi-parametric modeling for mixed proportional hazard models with right censoring

DOI10.1016/j.spl.2005.10.003zbMath1090.62107MaRDI QIDQ2494678

John W. Lau

Publication date: 30 June 2006

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2005.10.003

zbMATH Keywords

right censoring; Dirichlet process; hazard function; blocked Gibbs sampler; Pólya urn; weighted gamma process

Mathematics Subject Classification ID

62F15: Bayesian inference

62M99: Inference from stochastic processes

62N02: Estimation in survival analysis and censored data

Related Items

Dynamic proportional hazard rate and reversed hazard rate models, Further results on dynamic additive hazard rate model, Variational inference for multiplicative intensity models

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On a class of Bayesian nonparametric estimates. II: Hazard rate estimates
• On a class of Bayesian nonparametric estimates: I. Density estimates
• Econometric duration analysis
• Ferguson distributions via Polya urn schemes
• A Bayesian analysis of some nonparametric problems
• A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data
• The Relationship Between Wages and Income and the Timing and Spacing of Births: Evidence from Swedish Longitudinal Data
• Bayesian nonparametric statistical inference for Poisson point processes
• Econometric Methods for the Duration of Unemployment
• Markov chain Monte Carlo in approximate Dirichlet and beta two-parameter process hierarchical models
• Semiparametric Estimation of a Proportional Hazard Model with Unobserved Heterogeneity
• Gibbs Sampling Methods for Stick-Breaking Priors
• Mixture models in econometric duration analysis
• Computational Methods for Multiplicative Intensity Models Using Weighted Gamma Processes