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Convergence of Dirichlet Measures Arising in Context of Bayesian Analysis of Competing Risks Models

  • Salinas-Torres, Victor H.
  • de Bragança Pereira, Carlos A.
  • Tiwari, Ram C.
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    In this paper, we study the weak convergence of Dirichlet measures on the class constituted by vectors of subprobability measures such that the sum of its components is a probability measure on a complete separable metric space. This vectorial class of subprobabilities appears in the context of the competing risks theory and the Dirichlet measures are considered as a prior family in a Bayesian approach. The weak convergence results are derived and used to study the convergence of the Bayes estimators of certain parameters in competing risks models.

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    Article provided by Elsevier in its journal Journal of Multivariate Analysis.

    Volume (Year): 62 (1997)
    Issue (Month): 1 (July)
    Pages: 24-35

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    Handle: RePEc:eee:jmvana:v:62:y:1997:i:1:p:24-35
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