Selfinformative limits of Bayes estimates and generalized maximum likelihood

DOI10.1080/02331880500273967zbMath1095.62030OpenAlexW2040629354MaRDI QIDQ5478875

Olaf Bunke, Jan Johannes

Publication date: 13 July 2006

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: http://edoc.hu-berlin.de/18452/4211

zbMATH Keywords

Dirichlet priorCensoringMixture modelsSemiparametric modelsGeneralized maximum likelihoodHazard functionsMultivariate linear models

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric estimation (62G05) Point estimation (62F10) Censored data models (62N01) Bayesian inference (62F15) Estimation in survival analysis and censored data (62N02)

Cites Work

• Nonparametric Bayes estimators based on beta processes in models for life history data
• Asymptotic behavior of Bayes estimates under possibly incorrect models
• Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item