On a class of Bayesian nonparametric estimates. II: Hazard rate estimates

DOI10.1007/BF00049393zbMATH Open0716.62043MaRDI QIDQ753340FDOQ753340

Authors: Albert Y. Lo, Chung-Sing Weng 

Publication date: 1989

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

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zbMATH Keywords

mixture modelsgamma processposterior distributionsprior distributionweighted gamma processBayes estimation of hazard ratescounting process modelderivatives of cumulative hazardsmultiplicative point processesposterior meanspriors likelihood function

Mathematics Subject Classification ID

Density estimation (62G07) Non-Markovian processes: estimation (62M09)

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Cited In (46)

• Nonparametric Bayes estimators based on beta processes in models for life history data
• Bayesian semi-parametric modeling for mixed proportional hazard models with right censoring
• Dirichlet mean identities and laws of a class of subordinators
• A semi-parametric Bayesian analysis of survival data based on Lévy-driven processes
• A simple proof of the almost sure discreteness of a class of random measures.
• Bayesian semiparametric inference for the accelerated failure‐time model
• Comments on: ``Nonparametric inference based on panel count data
• Bayesian nonparametric statistical inference for Poisson point processes
• Bayesian semiparametric analysis of short- and long-term hazard ratios with covariates
• An overview of robust Bayesian analysis. (With discussion)
• Bayesian nonparametric estimators derived from conditional Gibbs structures
• A Bayes method for a monotone hazard rate via \(S\)-paths
• Bayesian Poisson process partition calculus with an application to Bayesian Lévy moving averages
• Some aspects of symmetric Gamma process mixtures
• Degradation data analysis based on gamma process with random effects
• Bayesian nonparametric estimation of survival functions with multiple-samples information
• Title not available (Why is that?)
• A class of hazard rate mixtures for combining survival data from different experiments
• Analytical pricing of vulnerable options under a generalized jump-diffusion model
• Asymptotics for posterior hazards
• Bayesian Non‐Parametric Estimation of Smooth Hazard Rates for Seismic Hazard Assessment
• Bayesian calculus for gamma processes with applications to semiparametric intensity models
• Latent diffusion models for survival analysis
• Approximation of Bayesian models for time-to-event data
• A note on the dependence structure of hierarchical completely random measures
• A conjugate class of random probability measures based on tilting and with its posterior analysis
• Survival analysis via hierarchically dependent mixture hazards
• Full Bayesian inference with hazard mixture models
• On option pricing under a completely random measure via a generalized Esscher transform
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• Bayesian inference for poisson process models with censored data.
• Measuring dependence in the Wasserstein distance for Bayesian nonparametric models
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• A unified approach to hierarchical random measures
• Variational inference for multiplicative intensity models
• Erlang mixture modeling for Poisson process intensities
• On a class of random probability measures with general predictive structure
• Thinned completely random measures with applications in competing risks models
• Smoothing distributions for conditional Fleming-Viot and Dawson-Watanabe diffusions
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• Linear and quadratic functionals of random hazard rates: An asymptotic analysis
• Nonparametric Bayes methods for directional data
• Pricing participating products with Markov-modulated jump-diffusion process: an efficient numerical PIDE approach

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