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A principled distance-based prior for the shape of the Weibull model

J. van Niekerk, H. Bakka and H. Rue

Statistics & Probability Letters, 2021, vol. 174, issue C

Abstract: We propose a principled prior for the shape parameter of the Weibull model, based on a distance. It can be used as a default non-objective choice, in complex models with a Weibull modelling component and is implemented in the R-INLA package.

Keywords: Bayesian inference; INLA; Penalized complexity prior; Survival; Weibull (search for similar items in EconPapers)
Date: 2021
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DOI: 10.1016/j.spl.2021.109098

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