On a class of Bayesian nonparametric estimates. II: Hazard rate estimates
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Publication:753340
DOI10.1007/BF00049393zbMath0716.62043MaRDI QIDQ753340
Publication date: 1989
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
posterior distributionsprior distributiongamma processmixture modelsweighted gamma processBayes estimation of hazard ratescounting process modelderivatives of cumulative hazardsmultiplicative point processesposterior meanspriors likelihood function
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Cites Work
- On a class of Bayesian nonparametric estimates: I. Density estimates
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- A Bayesian analysis of some nonparametric problems
- Computations of Mixtures of Dirichlet Processes
- Bayesian nonparametric statistical inference for Poisson point processes
- Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
- Bayes Linear Estimators of the Intensity Function of the Nonstationary Poisson Process
- On Square Integrable Martingales
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