Asymptotics for posterior hazards

Details Asymptotics for posterior hazards Asymptotics for posterior hazards

2009-08-13

arxiv.org/abs/0908.1882v1

Annals of Statistics 2009, Vol. 37, No. 4, 1906-1945

Mathematics

Statistics Theory

Published in at http://dx.doi.org/10.1214/08-AOS631 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of

Scientific paper

10.1214/08-AOS631

An important issue in survival analysis is the investigation and the modeling of hazard rates. Within a Bayesian nonparametric framework, a natural and popular approach is to model hazard rates as kernel mixtures with respect to a completely random measure. In this paper we provide a comprehensive analysis of the asymptotic behavior of such models. We investigate consistency of the posterior distribution and derive fixed sample size central limit theorems for both linear and quadratic functionals of the posterior hazard rate. The general results are then specialized to various specific kernels and mixing measures yielding consistency under minimal conditions and neat central limit theorems for the distribution of functionals.

Affiliated with

Also associated with

No associations

Rating

Asymptotics for posterior hazards does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Asymptotics for posterior hazards, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Asymptotics for posterior hazards will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-700976