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Bernstein - Von Mises theorem and its application in survival analysis
- 1.0348654 - ÚTIA 2011 RIV CZ eng J - Journal Article
Timková, Jana
Bernstein - Von Mises theorem and its application in survival analysis.
Informační bulletin České statistické společnosti. Roč. 22, č. 3 (2010), s. 115-122. ISSN 1210-8022.
[16. letní škola JČMF Robust 2010. Králíky, 30.01.2010-05.02.2010]
R&D Projects: GA AV ČR(CZ) IAA101120604
Institutional research plan: CEZ:AV0Z10750506
Keywords : Cox model * bayesian asymptotics * survival function
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2010/SI/timkova-bernstein - von mises theorem and its application in survival analysis.pdf
In this paper we deal with asymptotic properties of functionals of parameters of Cox model from frequentist and Bayesian point of view. Tu this end, we re-formulate Bernstein-Von Mises theorem comparing asymptotic properties of estimators under both approaches.
Permanent Link: http://hdl.handle.net/11104/0189111
Number of the records: 1