Bayesian nonparametric estimation of hazard rate in monotone Aalen model
Kybernetika, Tome 50 (2014) no. 6, pp. 849-868
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This text describes a method of estimating the hazard rate of survival data following monotone Aalen regression model. The proposed approach is based on techniques which were introduced by Arjas and Gasbarra [4]. The unknown functional parameters are assumed to be a priori piecewise constant on intervals of varying count and size. The estimates are obtained with the aid of the Gibbs sampler and its variants. The performance of the method is explored by simulations. The results indicate that the method is applicable on small sample size datasets.
DOI :
10.14736/kyb-2014-6-0849
Classification :
62F15, 62G05, 62N02, 62N05
Keywords: monotone Aalen model; Bayesian estimation; Gibbs sampler; small sample size
Keywords: monotone Aalen model; Bayesian estimation; Gibbs sampler; small sample size
@article{10_14736_kyb_2014_6_0849,
author = {Timkov\'a, Jana},
title = {Bayesian nonparametric estimation of hazard rate in monotone {Aalen} model},
journal = {Kybernetika},
pages = {849--868},
publisher = {mathdoc},
volume = {50},
number = {6},
year = {2014},
doi = {10.14736/kyb-2014-6-0849},
mrnumber = {3301775},
zbl = {06416863},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.14736/kyb-2014-6-0849/}
}
TY - JOUR AU - Timková, Jana TI - Bayesian nonparametric estimation of hazard rate in monotone Aalen model JO - Kybernetika PY - 2014 SP - 849 EP - 868 VL - 50 IS - 6 PB - mathdoc UR - http://geodesic.mathdoc.fr/articles/10.14736/kyb-2014-6-0849/ DO - 10.14736/kyb-2014-6-0849 LA - en ID - 10_14736_kyb_2014_6_0849 ER -
Timková, Jana. Bayesian nonparametric estimation of hazard rate in monotone Aalen model. Kybernetika, Tome 50 (2014) no. 6, pp. 849-868. doi: 10.14736/kyb-2014-6-0849
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