Bayesian nonparametric dynamic hazard rates in evolutionary life tables

Luis E. Nieto-Barajas ()
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Luis E. Nieto-Barajas: ITAM

Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, 2022, vol. 28, issue 2, No 7, 319-334

Abstract: Abstract In the study of life tables the random variable of interest is usually assumed discrete since mortality rates are studied for integer ages. In dynamic life tables a time domain is included to account for the evolution effect of the hazard rates in time. In this article we follow a survival analysis approach and use a nonparametric description of the hazard rates. We construct a discrete time stochastic processes that reflects dependence across age as well as in time. This process is used as a bayesian nonparametric prior distribution for the hazard rates for the study of evolutionary life tables. Prior properties of the process are studied and posterior distributions are derived. We present a simulation study, with the inclusion of right censored observations, as well as a real data analysis to show the performance of our model.

Keywords: Beta process; Discrete time processes; Latent variables; Moving average process; Stationary process (search for similar items in EconPapers)
Date: 2022
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DOI: 10.1007/s10985-022-09551-x

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