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Title: Bayesian nonparametric estimation of hazard rate in monotone Aalen model (English)
Author: Timková, Jana
Language: English
Journal: Kybernetika
ISSN: 0023-5954 (print)
ISSN: 1805-949X (online)
Volume: 50
Issue: 6
Year: 2014
Pages: 849-868
Summary lang: English
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Category: math
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Summary: 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. (English)
Keyword: monotone Aalen model
Keyword: Bayesian estimation
Keyword: Gibbs sampler
Keyword: small sample size
MSC: 62F15
MSC: 62G05
MSC: 62N02
MSC: 62N05
idZBL: Zbl 06416863
idMR: MR3301775
DOI: 10.14736/kyb-2014-6-0849
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Date available: 2015-01-13T09:45:07Z
Last updated: 2016-01-03
Stable URL: http://hdl.handle.net/10338.dmlcz/144111
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