About DML-CZ | FAQ | Conditions of Use | Math Archives | Contact Us
  Previous |  Up |  Next

Article

First Page Preview
Morales, Domingo ; Pardo, Leandro ; Quesada, Vicente
Sequential estimation of survival functions with a neutral to the right process prior. (English). Applications of Mathematics, vol. 39 (1994), issue 2, pp. 97-109
MSC: 62F15, 62G05, 62L12, 62L20 | MR 1258186 | Zbl 0808.62071 | DOI: 10.21136/AM.1994.134247
Keywords:
Survival analysis; Bayesian nonparametric inference; neutral to the right processes; Dirichlet processes; sequential analysis; stopping rules; 1-SLA rule; asymptotically pointwise optimal procedures
Summary:
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.
References:
[1] P. J. Bickel, J. A. Yahav: Asymptotically pointwise optimal procedures in sequential analysis. Proc. Fifth Berkeley Symp. Math. Statist. Prob. I (1965), 401–413. MR 0212966
[2] K. A. Doksum: Tailfree and neutral random probabilities and their posterior distributions. Ann. Probability 2 (1974), 183–201. DOI 10.1214/aop/1176996703 | MR 0373081 | Zbl 0279.60097
[3] T. S. Ferguson: Mathematical Statistics. Academic Press, 1967. Zbl 0153.47602
[4] T. S. Ferguson: A Bayesian analysis of some nonparametric problems. Ann. Statistics 1 (1973), 209–230. DOI 10.1214/aos/1176342360 | MR 0350949 | Zbl 0255.62037
[5] T. S. Ferguson: Sequential estimations with Dirichlet process priors. Statistical Theory and Related Topics III 1 (1982), 385–401. MR 0705298
[6] D. Morales, L. Pardo, V. Quesada: Estimación paramétrica bayesiana no paramétrica de funciones de supervivencias con observaciones parcialmente censuradas. Trabajos de Estadística 1 (1986), 70–87. DOI 10.1007/BF02873512
Partner of
EuDML logo