Title of article :
A Bayesian nonparametric estimator of a multivariate survival function
Author/Authors :
Bulla، نويسنده , , P. and Muliere، نويسنده , , P. and Walker، نويسنده , , S.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2009
Abstract :
Using reinforced processes related to beta-Stacy process and generalized Pَlya urn scheme jointly with a structure assumption about dependence, a Bayesian nonparametric prior and a predictive estimator for a multivariate survival function are provided. This estimator can be computed through an easy implementation of a Gibbs sampler algorithm. Moreover consistency of the estimator is studied.
Keywords :
Beta-Stacy process , Multivariate survival function , Bayesian nonparametric , Pَlya urn scheme
Journal title :
Journal of Statistical Planning and Inference
Journal title :
Journal of Statistical Planning and Inference