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

DOI10.1111/j.1751-5823.1999.tb00426.xzbMath0968.62033MaRDI 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 model; heterogeneity; beta processes; duration data; censored observations; neutral to the right processes; nonparametric Bayesian statistics; Dirichlet measures

Mathematics Subject Classification ID

62F15: Bayesian inference

62N99: Survival analysis and censored data

62M99: Inference from stochastic processes

62G99: Nonparametric inference

Related Items

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

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On a class of Bayesian nonparametric estimates. II: Hazard rate estimates
• Econometric duration analysis
• Nonparametric Bayesian estimation of a survival curve with dependent censoring mechanism
• Mixtures of Dirichlet processes with applications to Bayesian nonparametric problems
• 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