Bayesian semi-parametric modeling for mixed proportional hazard models with right censoring

John W. Lau

Statistics & Probability Letters, 2006, vol. 76, issue 7, 719-728

Abstract: This paper presents a Bayesian semi-parametric approach to mixed proportional hazard models. The unobserved heterogeneity and the baseline hazard rate are assumed to be an integrated Dirichlet process and an integrated weighted gamma process, respectively. Bayesian estimators and a numerical algorithm are presented.

Keywords: Dirichlet; process; Weighted; gamma; process; Blocked; Gibbs; sampler; Right; censoring; Hazard; function; Polya; urn (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (1)

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