Reinforced urns and the subdistribution beta-Stacy process prior for competing risks analysis

Stefano Peluso, Andrea Arfè, Pietro Muliere

Risultato della ricerca: Contributo in rivistaArticolo in rivista

Abstract

In this paper we introduce the subdistribution beta-Stacy process, a novel Bayesian nonparametric process prior for subdistribution functions useful for the analysis of competing risks data. In particular, we i) characterize this process from a predictive perspective by means of an urn model with reinforcement, ii) show that it is conjugate with respect to right-censored data, and iii) highlight its relations with other prior processes for competing risks data. Additionally, we consider the subdistribution beta-Stacy process prior in a nonparametric regression model for competing risks data which, contrary to most others available in the literature, is not based on the proportional hazards assumption.
Lingua originaleEnglish
pagine (da-a)N/A-N/A
RivistaScandinavian Journal of Statistics
Stato di pubblicazionePubblicato - 2018

Keywords

  • Bayesian Nonparametrics
  • Competing Risks
  • Prediction
  • Reinforcement
  • Subdistribution beta-Stacy
  • Urn Process

Fingerprint Entra nei temi di ricerca di 'Reinforced urns and the subdistribution beta-Stacy process prior for competing risks analysis'. Insieme formano una fingerprint unica.

Cita questo