Walker, Stephen G. and Bulla, P. and Muliere, Pietro (2009) A Bayesian nonparametric estimator of a multivariate survival function. Journal of Statistical Planning and Inference, 139 (10). pp. 3639-3648. ISSN 0378-3758. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)
Using reinforced processes related to beta-Stacy process and generalized Polya urn scheme jointly with a structure assumption about dependence, a Bayesian nonparametric prior and a predictive estimator for a multivariate survival function are provided. This estimator can be computed through an easy implementation of a Gibbs sampler algorithm. Moreover consistency of the estimator is studied.
|Subjects:||Q Science > QA Mathematics (inc Computing science) > QA276 Mathematical statistics|
|Divisions:||Faculties > Science Technology and Medical Studies > School of Mathematics Statistics and Actuarial Science > Statistics|
|Depositing User:||Stephen Walker|
|Date Deposited:||29 Jun 2011 13:37|
|Last Modified:||25 Jun 2014 10:50|
|Resource URI:||https://kar.kent.ac.uk/id/eprint/23909 (The current URI for this page, for reference purposes)|