The Bernstein--von Mises theorem for the proportional hazard model

Details The Bernstein--von Mises theorem for the proportional hazard model The Bernstein--von Mises theorem for the proportional hazard model

2006-11-08

arxiv.org/abs/math/0611230v1

Annals of Statistics 2006, Vol. 34, No. 4, 1678-1700

Mathematics

Statistics Theory

Published at http://dx.doi.org/10.1214/009053606000000533 in the Annals of Statistics (http://www.imstat.org/aos/) by the Inst

Scientific paper

10.1214/009053606000000533

We study large sample properties of Bayesian analysis of the proportional hazard model with neutral to the right process priors on the baseline hazard function. We show that the posterior distribution of the baseline cumulative hazard function and regression coefficients centered at the maximum likelihood estimator is jointly asymptotically equivalent to the sampling distribution of the maximum likelihood estimator.

Affiliated with

Also associated with

No associations

Rating

The Bernstein--von Mises theorem for the proportional hazard model 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 The Bernstein--von Mises theorem for the proportional hazard model, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and The Bernstein--von Mises theorem for the proportional hazard model will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-625702