Linear and quadratic functionals of random hazard rates: An asymptotic analysis
From MaRDI portal
Publication:957525
DOI10.1214/07-AAP509zbMath1153.60028arXivmath/0611652OpenAlexW2101727621MaRDI QIDQ957525
Giovanni Peccati, Igor Prünster
Publication date: 27 November 2008
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0611652
asymptoticssurvival analysiscentral limit theoremBayesian nonparametricscompletely random measuremultiple Wiener-Itô integralpath-variancerandom hazard rate
Related Items
Some aspects of symmetric Gamma process mixtures, Asymptotics for posterior hazards, A Berry-Esseén theorem for partial sums of functionals of heavy-tailed moving averages, Asymptotics for a Bayesian nonparametric estimator of species variety, Quantile clocks, Stein's method and normal approximation of Poisson functionals, 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
- Distribution functions of means of a Dirichlet process
- Nonparametric Bayes estimators based on beta processes in models for life history data
- A semi-parametric Bayesian analysis of survival data based on Lévy-driven processes
- Central limit theorems for double Poisson integrals
- Fractional Ornstein-Uhlenbeck Lévy processes and the telecom process: Upstairs and downstairs
- A Bayesian nonparametric approach to reliability
- An introduction to the theory of point processes
- Nonparametric inference for a family of counting processes
- Bayesian nonparametric estimation based on censored data
- Stochastic integrals: A combinatorial approach
- Beta-stacy processes and a generalization of the Pólya-Urn scheme
- Bayesian analysis of proportional hazard models
- Distributional results for means of normalized random measures with independent increments
- Tailfree and neutral random probabilities and their posterior distributions
- Prior distributions on spaces of probability measures
- Some new results for Dirichlet priors.
- Theory and numerical analysis for exact distributions of functionals of a Dirichlet process
- Bayesian nonparametrics
- Nonparametric Bayesian estimators for counting processes
- Asymptotics for posterior hazards
- Stable convergence of generalized \(L^{2}\) stochastic integrals and the principle of conditioning
- On quadratic functionals of the Brownian sheet and related processes
- Poisson calculus for spatial neutral to the right processes
- 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
- Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
- Exponential functionals and means of neutral-to-the-right priors
- Bayesian nonparametric statistical inference for Poisson point processes
- Poisson/gamma random field models for spatial statistics
- Gibbs Sampling Methods for Stick-Breaking Priors
- Generalized Gamma measures and shot-noise Cox processes
- Bayesian Survival Analysis in Proportional Hazard Models with Logistic Relative Risk
- Computational Methods for Multiplicative Intensity Models Using Weighted Gamma Processes
- Hierarchical Mixture Modeling With Normalized Inverse-Gaussian Priors
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item