Bayesian nonparametric k-sample tests for censored and uncensored data
Polya tree priors are random probability distributions that are easily centered at standard parametric families, such as the normal. As such, they provide a convenient avenue toward creating a parametric/nonparametric test statistic “blend” for the classic problem of testing whether data distributions are the same across several subpopulations. Test-statistics that are (empirical) Bayes factors constructed from independent Polya tree priors are proposed. The Polya tree centering distributions are Gaussian with parameters estimated from the data and the p-values are obtained through the permutation of group membership indicators. Generalizations to censored and multivariate data are provided. The conceptually simple test statistic fares surprisingly well against competitors in simulations.
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Volume (Year): 71 (2014)
Issue (Month): C ()
|Contact details of provider:|| Web page: http://www.elsevier.com/locate/csda|
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Fay, Michael P. & Shaw, Pamela A., 2010. "Exact and Asymptotic Weighted Logrank Tests for Interval Censored Data: The interval R Package," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 36(i02).
- Hanson T. & Johnson W.O., 2002. "Modeling Regression Error With a Mixture of Polya Trees," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 1020-1033, December.
- Timothy E. Hanson & Athanasios Kottas & Adam J. Branscum, 2008. "Modelling stochastic order in the analysis of receiver operating characteristic data: Bayesian non-parametric approaches," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 57(2), pages 207-225.
- Hanson, Timothy E., 2006. "Inference for Mixtures of Finite Polya Tree Models," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 1548-1565, December.
- Zhang, Jin & Wu, Yuehua, 2007. "k-Sample tests based on the likelihood ratio," Computational Statistics & Data Analysis, Elsevier, vol. 51(9), pages 4682-4691, May.
- Martínez-Camblor, Pablo & de Uña-Álvarez, Jacobo, 2009. "Non-parametric k-sample tests: Density functions vs distribution functions," Computational Statistics & Data Analysis, Elsevier, vol. 53(9), pages 3344-3357, July.
- Bharath, Karthik & Dey, Dipak K., 2011. "Test to distinguish a Brownian motion from a Brownian bridge using Polya tree process," Statistics & Probability Letters, Elsevier, vol. 81(1), pages 140-145, January.
When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:71:y:2014:i:c:p:335-346. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu)
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.