Bayesian nonparametric estimation of survival functions with multiple-samples information

Riva Palacio, Alan and Leisen, Fabrizio (2018) Bayesian nonparametric estimation of survival functions with multiple-samples information. Electronic Journal of Statistics, 12 . pp. 1330-1357. ISSN 1935-7524. (Full text available)

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Abstract

In many real problems, dependence structures more general than exchangeability are required. For instance, in some settings partial exchangeability is a more reasonable assumption. For this reason, vectors of dependent Bayesian nonparametric priors have recently gained popularity. They provide flexible models which are tractable from a computational and theoretical point of view. In this paper, we focus on their use for estimating survival functions with multiple-samples information. Our methodology allows to model the dependence among survival times of different groups of observations and extend previous work to an arbitrary dimension . Theoretical results about the posterior behaviour of the underlying dependent vector of completely random measures are provided. The performance of the model is tested on a simulated dataset arising from a distributional Clayton copula.

Item Type: Article
Subjects: H Social Sciences > HA Statistics
Q Science > QA Mathematics (inc Computing science) > QA276 Mathematical statistics
Divisions: Faculties > Sciences > School of Mathematics Statistics and Actuarial Science
Faculties > Sciences > School of Mathematics Statistics and Actuarial Science > Statistics
Depositing User: Fabrizio Leisen
Date Deposited: 18 Mar 2018 13:49 UTC
Last Modified: 09 Jun 2018 06:18 UTC
Resource URI: https://kar.kent.ac.uk/id/eprint/66443 (The current URI for this page, for reference purposes)
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