Bayesian Inference in a Parametric Counting Process Model

We are in this paper concerned with Bayesian inference in a counting process model where the intensities depend on an unknown parameter. In particular, the model gives a unified approach to Bayesian inference for a large number of parametric failure time models with censoring. Asymptotic properties...

Ausführliche Beschreibung

Bibliographische Detailangaben
Veröffentlicht in:	Scandinavian Journal of Statistics. - Blackwell Publishers, 1974. - 13(1986), 2, Seite 87-97
1. Verfasser:	Aven, Terje (VerfasserIn)
Format:	Online-Aufsatz
Sprache:	English
Veröffentlicht:	1986
Zugriff auf das übergeordnete Werk:	Scandinavian Journal of Statistics
Schlagworte:	counting processes intensities martingales Bayesian inference survival analysis life testing censoring asymptotic theory Behavioral sciences Information science mehr... Mathematics Social sciences Philosophy


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100	1		\|a Aven, Terje \|e verfasserin \|4 aut
245	1	0	\|a Bayesian Inference in a Parametric Counting Process Model
264		1	\|c 1986
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338			\|a Online-Ressource \|b cr \|2 rdacarrier
520			\|a We are in this paper concerned with Bayesian inference in a counting process model where the intensities depend on an unknown parameter. In particular, the model gives a unified approach to Bayesian inference for a large number of parametric failure time models with censoring. Asymptotic properties of the Bayes estimator (w.r.t. quadratic loss function) are studied.
540			\|a Copyright The Almqvist & Wiksell Periodical Company
650		4	\|a counting processes
650		4	\|a intensities
650		4	\|a martingales
650		4	\|a Bayesian inference
650		4	\|a survival analysis
650		4	\|a life testing
650		4	\|a censoring
650		4	\|a asymptotic theory
650		4	\|a Behavioral sciences \|x Psychology \|x Cognitive psychology \|x Cognitive processes \|x Decision making \|x Bayesian theories \|x Bayes estimators
650		4	\|a Information science \|x Information management \|x Information classification \|x Cladistics \|x Bayesian inference
650		4	\|a Mathematics \|x Applied mathematics \|x Statistics \|x Applied statistics \|x Statistical models \|x Parametric models
650		4	\|a Mathematics \|x Pure mathematics \|x Probability theory \|x Random variables \|x Stochastic processes \|x Martingales
650		4	\|a Mathematics \|x Pure mathematics \|x Probability theory \|x Probabilities
650		4	\|a Social sciences \|x Communications \|x Censorship
650		4	\|a Mathematics \|x Applied mathematics \|x Statistics \|x Statistical theories
650		4	\|a Mathematics \|x Pure mathematics \|x Geometry \|x Geometric shapes \|x Curves \|x Asymptotes \|x Asymptotic properties
650		4	\|a Philosophy \|x Metaphysics \|x Etiology \|x Determinism
650		4	\|a Mathematics \|x Applied mathematics \|x Analytics \|x Analytical estimating \|x Maximum likelihood estimation
655		4	\|a research-article
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773	1	8	\|g volume:13 \|g year:1986 \|g number:2 \|g pages:87-97
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