Reinforced urns and the subdistribution beta-Stacy process prior for competing risks analysis

Autor:	Arfé, Andrea, Peluso, Stefano, Muliere, Pietro
Rok vydání:	2018
Předmět:	Mathematics - Statistics Theory Statistics - Methodology
Druh dokumentu:	Working Paper
Popis:	In this paper we introduce the subdistribution beta-Stacy process, a novel Bayesian nonparametric process prior for subdistribution functions useful for the analysis of competing risks data. In particular, we i) characterize this process from a predictive perspective by means of an urn model with reinforcement, ii) show that it is conjugate with respect to right-censored data, and iii) highlight its relations with other prior processes for competing risks data. Additionally, we consider the subdistribution beta-Stacy process prior in a nonparametric regression model for competing risks data which, contrary to most others available in the literature, is not based on the proportional hazards assumption. Comment: To appear in the Scandinavian Journal of Statistics
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1811.12304 Zobrazit plný text záznamu View this record from Arxiv