A mixture of beta-Dirichlet processes prior for Bayesian analysis of event history data

DOI10.1016/j.jkss.2012.11.001zbMath1294.62180OpenAlexW2066373546MaRDI QIDQ395871

Rafael Weißbach, Kwang Hyun Cho, Minwoo Chae, Yongdai Kim

Publication date: 7 August 2014

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2012.11.001

zbMATH Keywords

nonparametric Bayesianbeta-Dirichlet processcredit history dataevent history data

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05)

Cites Work

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• Modeling rating transitions
• A new algorithm to generate beta processes
• Bayesian nonparametric estimation for incomplete data via successive substitution sampling
• A likelihood ratio test for stationarity of rating transitions
• Bayesian analysis of multistate event history data: beta-Dirichlet process prior
• Statistical models based on counting processes

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