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. (doi:https://doi.org/10.1016/j.jspi.2009.04.012) (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)
| 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. (Contact us about this Publication) | |
| Official URL http://dx.doi.org/10.1016/j.jspi.2009.04.012 |
Abstract
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.
| Item Type: | Article |
|---|---|
| Subjects: | Q Science > QA Mathematics (inc Computing science) > QA276 Mathematical statistics |
| Divisions: | Faculties > Sciences > School of Mathematics Statistics and Actuarial Science > Statistics |
| Depositing User: | Stephen Walker |
| Date Deposited: | 29 Jun 2011 13:37 UTC |
| Last Modified: | 25 Jun 2014 10:50 UTC |
| Resource URI: | https://kar.kent.ac.uk/id/eprint/23909 (The current URI for this page, for reference purposes) |
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