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Sequential estimation of survival functions with a neutral to the right process prior
Applications of Mathematics, Tome 39 (1994) no. 2, pp. 97-109
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In this work, a parametric sequential estimation method of survival functions is proposed in the Bayesian nonparametric context when neutral to the right processes are used. It is proved that the mentioned method is an 1-SLA rule when Dirichlet processes are used; furthermore, asymptotically pointwise optimal procedures are obtained. Finally, an example is given.
In this work, a parametric sequential estimation method of survival functions is proposed in the Bayesian nonparametric context when neutral to the right processes are used. It is proved that the mentioned method is an 1-SLA rule when Dirichlet processes are used; furthermore, asymptotically pointwise optimal procedures are obtained. Finally, an example is given.
DOI : 10.21136/AM.1994.134247
Classification : 62F15, 62G05, 62L12, 62L20
Keywords: Survival analysis; Bayesian nonparametric inference; neutral to the right processes; Dirichlet processes; sequential analysis; stopping rules; 1-SLA rule; asymptotically pointwise optimal procedures 
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Morales, Domingo; Pardo, Leandro; Quesada, Vicente. Sequential estimation of survival functions with a neutral to the right process prior. Applications of Mathematics, Tome 39 (1994) no. 2, pp. 97-109. doi: 10.21136/AM.1994.134247

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