Nonparametric Bayesian Survival Analysis
AbstractThis article is a review of nonparametric Bayesian Survival Analysis and is a part of a contribution of the Encyclopedia of Biostatistics to be published by John Wiley and Sons Ltd. Most of the prior specifications proposed in the literature since Ferguson's seminal paper are presented witha special emphasis on the class of neutral to the right processes and on its subclass introduced by Hjort under the denomination of Beta processes. In the simple model with censored observations and without explanatory variables of heterogeneity factors, a complete description of the posterior distribution of the "predictive" hazard function is provided in the conditional model and in the joint model.
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Bibliographic InfoPaper provided by Catholique de Louvain - Institut de statistique in its series Papers with number 9704.
Length: 32 pages
Date of creation: 1997
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Postal: Universite Catholique de Louvain, Institut de Statistique, Voie du Roman Pays, 34 B-1348 Louvain- La-Neuve, Belgique.
Find related papers by JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
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