Sequential estimation of survival functions with a neutral to the right process prior
Applications of Mathematics, Tome 39 (1994) no. 2, pp. 97-109.
Voir la notice de l'article dans Czech Digital Mathematics Library
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.
DOI :
10.21136/AM.1994.134247
Classification :
62F15, 62G05, 62L12, 62L20
Mots-clés : Survival analysis; Bayesian nonparametric inference; neutral to the right processes; Dirichlet processes; sequential analysis; stopping rules; 1-SLA rule; asymptotically pointwise optimal procedures
Mots-clés : Survival analysis; Bayesian nonparametric inference; neutral to the right processes; Dirichlet processes; sequential analysis; stopping rules; 1-SLA rule; asymptotically pointwise optimal procedures
@article{10_21136_AM_1994_134247, author = {Morales, Domingo and Pardo, Leandro and Quesada, Vicente}, title = {Sequential estimation of survival functions with a neutral to the right process prior}, journal = {Applications of Mathematics}, pages = {97--109}, publisher = {mathdoc}, volume = {39}, number = {2}, year = {1994}, doi = {10.21136/AM.1994.134247}, mrnumber = {1258186}, zbl = {0808.62071}, language = {en}, url = {https://geodesic-test.mathdoc.fr/articles/10.21136/AM.1994.134247/} }
TY - JOUR AU - Morales, Domingo AU - Pardo, Leandro AU - Quesada, Vicente TI - Sequential estimation of survival functions with a neutral to the right process prior JO - Applications of Mathematics PY - 1994 SP - 97 EP - 109 VL - 39 IS - 2 PB - mathdoc UR - https://geodesic-test.mathdoc.fr/articles/10.21136/AM.1994.134247/ DO - 10.21136/AM.1994.134247 LA - en ID - 10_21136_AM_1994_134247 ER -
%0 Journal Article %A Morales, Domingo %A Pardo, Leandro %A Quesada, Vicente %T Sequential estimation of survival functions with a neutral to the right process prior %J Applications of Mathematics %D 1994 %P 97-109 %V 39 %N 2 %I mathdoc %U https://geodesic-test.mathdoc.fr/articles/10.21136/AM.1994.134247/ %R 10.21136/AM.1994.134247 %G en %F 10_21136_AM_1994_134247
Morales, Domingo; Pardo, Leandro; Quesada, Vicente. Sequential estimation of survival functions with a neutral to the right process prior. Applications of Mathematics, Tome 39 (1994) no. 2, pp. 97-109. doi : 10.21136/AM.1994.134247. https://geodesic-test.mathdoc.fr/articles/10.21136/AM.1994.134247/
Cité par Sources :