Nonparametric Bayes estimators based on beta processes in models for life history data
type: Item
instance of: scholarly article
title: Nonparametric Bayes estimators based on beta processes in models for life history data
zbMATH Open document ID: 0711.62033
author: Nils Lid Hjort
published in: The Annals of Statistics
publication date: 1990-01-01T00:00:00Z
review text: The problem of finding Bayes estimators for cumulative hazard rates and related quantities, w.r.t. prior distributions that correspond to cumulative hazard rate processes with positive, independent increments, is studied. A class of prior processes, termed beta processes, is introduced and shown to constitute a conjugate class. As an introduction, a nonparametric time-discrete model for survival data, which is of some independent interest, is studied. An advantage of modelling cumulative hazard rates instead of cumulative distribution functions is that extensions are possible, for instance to time-inhomogeneous Markov chains.
Mathematics Subject Classification ID: 62G07
Mathematics Subject Classification ID: 62C10
Mathematics Subject Classification ID: 60G57
Mathematics Subject Classification ID: 62G05
zbMATH DE Number: 4169868
zbMATH Keywords: life history data
zbMATH Keywords: time-inhomogeneous Markov chains
zbMATH Keywords: posterior distributions
zbMATH Keywords: semiparametric Bayesian analysis of the Cox regression model
zbMATH Keywords: vague prior
zbMATH Keywords: Nelson-Aalen estimator
zbMATH Keywords: Kaplan-Meier estimator
zbMATH Keywords: censoring
zbMATH Keywords: Lévy process
zbMATH Keywords: nonparametric Bayes
zbMATH Keywords: Bayes estimators
zbMATH Keywords: cumulative hazard rates
zbMATH Keywords: prior distributions
zbMATH Keywords: cumulative hazard rate processes
zbMATH Keywords: positive, independent increments
zbMATH Keywords: beta processes
zbMATH Keywords: conjugate class
zbMATH Keywords: time-discrete model for survival data
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1176347749
OpenAlex ID: W1987532879
DOI: 10.1214/AOS/1176347749
description: scientific article; zbMATH DE number 4169868