Estimation in the Koziol-Green Model Using a Gamma Process Prior

Authors

  • Michal Friesl University of West Bohemia in Pilsen, Czech Republic

DOI:

https://doi.org/10.17713/ajs.v35i2&3.371

Abstract

The paper deals with nonparametric Bayes estimators in the Koziol-Green model of random censorship. A gamma process is assumed as a prior distribution for cumulative hazard rate and the Bayes estimator incorporating the proportional hazards censorship property of the model is presented. The estimator is also applied to two data sets from literature.

References

Csörgő, S. (1988). Estimation in the proportional hazards model of random censorship. Statistics, 19(3), 437-463.

Doksum, K. (1974). Tailfree and neutral random probabilities and their posterior distributions. Annals of Probability, 2, 183-201.

Ferguson, T. S. (1973). A Bayesian analysis of some nonparametric problems. Annals of Statistics, 1, 209-230.

Ferguson, T. S., and Phadia, E. G. (1979). Bayesian nonparametric estimation based on censored data. Annals of Statistics, 7(1), 163-186.

Friesl, M. (2005). Neparametrické bayesovské odhady v Koziolově-Greenově modelu náhodného cenzorování. In J. Antoch and G. Dohnal (Eds.), ROBUST 2004 (p. 93-100). Praha: JČMF.

Hollander, M., and Proschan, F. (1979). Testing to determine the underlying distribution using randomly censored data. Biometrics, 35(2), 393-401.

Hyde, J. (1977). Testing survival under right censoring and left truncation. Biometrika, 64(2), 225-230.

Koziol, J. A., and Green, S. B. (1976). A Cramér-von Mises statistic for randomly censored data. Biometrika, 63(3), 465-474.

Walker, S. G., Damien, P., Laud, P. W., and Smith, A. F. M. (1999). Bayesian nonparametric inference for random distributions and related functions. Journal of the Royal Statistical Society, B, 61(3), 485-527.

Downloads

Published

2016-04-03

Issue

Section

Articles

How to Cite

Estimation in the Koziol-Green Model Using a Gamma Process Prior. (2016). Austrian Journal of Statistics, 35(2&3), 253–260. https://doi.org/10.17713/ajs.v35i2&3.371