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On a class of Bayesian nonparametric estimates: II. Hazard rate estimates

Author

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  • Albert Lo
  • Chung-Sing Weng

Abstract

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Suggested Citation

  • Albert Lo & Chung-Sing Weng, 1989. "On a class of Bayesian nonparametric estimates: II. Hazard rate estimates," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 41(2), pages 227-245, June.
    • Handle: RePEc:spr:aistmt:v:41:y:1989:i:2:p:227-245
    DOI: 10.1007/BF00049393
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    Citations

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    Cited by:

    1. Nieto-Barajas, Luis E., 2014. "Bayesian semiparametric analysis of short- and long-term hazard ratios with covariates," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 477-490.
    2. Wang, Xiaofei & Wang, Bing Xing & Hong, Yili & Jiang, Pei Hua, 2021. "Degradation data analysis based on gamma process with random effects," European Journal of Operational Research, Elsevier, vol. 292(3), pages 1200-1208.
    3. Jansen, Laurens & Block, Ruud & Stepankin, Vladimir, 1995. "Analysis of superconductivity in Ba1−xKxBiO3 on the basis of indirect-exchange mediated pairing," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 219(3), pages 327-350.
    4. Lau, John W. & Cripps, Edward & Hui, Wendy, 2020. "Variational inference for multiplicative intensity models," Statistics & Probability Letters, Elsevier, vol. 161(C).
    5. Lau, John W. & Siu, Tak Kuen, 2008. "On option pricing under a completely random measure via a generalized Esscher transform," Insurance: Mathematics and Economics, Elsevier, vol. 43(1), pages 99-107, August.
    6. Ho, Man-Wai, 2011. "Usage of a pair of -paths in Bayesian estimation of a unimodal density," Computational Statistics & Data Analysis, Elsevier, vol. 55(4), pages 1581-1595, April.
    7. Lau, John W., 2006. "Bayesian semi-parametric modeling for mixed proportional hazard models with right censoring," Statistics & Probability Letters, Elsevier, vol. 76(7), pages 719-728, April.
    8. Fard, Farzad Alavi, 2015. "Analytical pricing of vulnerable options under a generalized jump–diffusion model," Insurance: Mathematics and Economics, Elsevier, vol. 60(C), pages 19-28.
    9. Fard, Farzad Alavi & Siu, Tak Kuen, 2013. "Pricing participating products with Markov-modulated jump–diffusion process: An efficient numerical PIDE approach," Insurance: Mathematics and Economics, Elsevier, vol. 53(3), pages 712-721.
    10. Arbel, Julyan & Lijoi, Antonio & Nipoti, Bernardo, 2016. "Full Bayesian inference with hazard mixture models," Computational Statistics & Data Analysis, Elsevier, vol. 93(C), pages 359-372.

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