Bayesian nonparametric estimation of hazard rate in monotone Aalen model

0438210 - ÚTIA 2015 RIV CZ eng J - Článek v odborném periodiku
Timková, Jana
Bayesian nonparametric estimation of hazard rate in monotone Aalen model.
Kybernetika. Roč. 50, č. 6 (2014), s. 849-868. ISSN 0023-5954
Institucionální podpora: RVO:67985556
Klíčová slova: Aalen model * Bayesian estimation * MCMC
Kód oboru RIV: BB - Aplikovaná statistika, operační výzkum
Impakt faktor: 0.541, rok: 2014
http://library.utia.cas.cz/separaty/2014/SI/timkova-0438210.pdf

The paper 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. The unknown functional parameters are assumed to be apriori 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 bysimulations. The results indicate that the method is applicable on small sample size datasets.
Trvalý link: http://hdl.handle.net/11104/0241900