On the inconsistency of Bayesian non-parametric estimators in competing risks/multiple decrement models

DOI10.1016/0167-6687(84)90018-0zbMath0563.62094OpenAlexW1978714102MaRDI QIDQ1057616

A. Larry Wright, Barry C. Arnold, Patrick L. Brockett, William C. Torrez

Publication date: 1984

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6687(84)90018-0

zbMATH Keywords

consistencyDirichlet processjoint distributionposterior distributioncompeting risksmultiple decrement life tablesmultiple decrement modelnon-parametric Bayesian method

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of statistics to biology and medical sciences; meta analysis (62P10) Bayesian inference (62F15) Reliability and life testing (62N05) Nonparametric inference (62G99)

Related Items (2)

On Bayesian estimation of the multiple decrement function in the competing risks problem ⋮ General bivariate Makeham laws

Cites Work

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• Mixtures of Dirichlet processes with applications to Bayesian nonparametric problems
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• Nonparametric Bayesian Estimation of Survival Curves from Incomplete Observations
• Note on Extreme Values, Competing Risks and Semi-Markov Processes
• The Distribution of the Identified Minimum of a Normal Pair Determines the Distribution of the Pair

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