Asymptotics for posterior hazards
From MaRDI portal
Publication:2388984
DOI10.1214/08-AOS631zbMath1168.62042arXiv0908.1882OpenAlexW3103396039MaRDI QIDQ2388984
Igor Prünster, Pierpaolo De Blasi, Giovanni Peccati
Publication date: 22 July 2009
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0908.1882
asymptoticssurvival analysiscentral limit theoremBayesian nonparametricscompletely random measureBayesian consistencypath-variancerandom hazard rate
Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Bayesian inference (62F15) Random measures (60G57)
Related Items (13)
Some aspects of symmetric Gamma process mixtures ⋮ Full Bayesian inference with hazard mixture models ⋮ Asymptotics for a Bayesian nonparametric estimator of species variety ⋮ Approximation of Bayesian models for time-to-event data ⋮ Bayesian multiscale analysis of the Cox model ⋮ Linear and quadratic functionals of random hazard rates: An asymptotic analysis ⋮ Stein's method and normal approximation of Poisson functionals ⋮ Multiscale Bayesian Survival Analysis ⋮ Central limit theorems for double Poisson integrals ⋮ Survival analysis via hierarchically dependent mixture hazards ⋮ Normal approximation on Poisson spaces: Mehler's formula, second order Poincaré inequalities and stabilization ⋮ Measuring dependence in the Wasserstein distance for Bayesian nonparametric models ⋮ A Class of Hazard Rate Mixtures for Combining Survival Data From Different Experiments
Cites Work
- On a class of Bayesian nonparametric estimates. II: Hazard rate estimates
- Nonparametric Bayes estimators based on beta processes in models for life history data
- Linear and quadratic functionals of random hazard rates: An asymptotic analysis
- A semi-parametric Bayesian analysis of survival data based on Lévy-driven processes
- Central limit theorems for double Poisson integrals
- A Bayesian nonparametric approach to reliability
- An introduction to the theory of point processes
- Stochastic integrals: A combinatorial approach
- Distributional results for means of normalized random measures with independent increments
- New approaches to Bayesian consistency
- Posterior consistency of Dirichlet mixtures in density estimation
- Tailfree and neutral random probabilities and their posterior distributions
- On posterior consistency of survival models
- Bayesian nonparametrics
- The consistency of posterior distributions in nonparametric problems
- Nonparametric Bayesian estimators for counting processes
- Kullback Leibler property of kernel mixture priors in Bayesian density estimation
- A Bayes method for a monotone hazard rate via \(S\)-paths
- Completely random measures
- Bayesian Poisson process partition calculus with an application to Bayesian Lévy moving averages
- Posterior analysis for some classes of nonparametric models
- On Extended Stochastic Intervals
- Expressing the Kaplan-Meier Estimator as a Function of Empirical Subsurvival Functions
- On sufficient conditions for Bayesian consistency
- On the Posterior Consistency of Mixtures of Dirichlet Process Priors with Censored Data
- Generalized Gamma measures and shot-noise Cox processes
- Computational Methods for Multiplicative Intensity Models Using Weighted Gamma Processes
- On Bayes procedures
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Asymptotics for posterior hazards