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Bayesian Analysis of the Proportional Hazards Model with Time-Varying Coefficients

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  • Gwangsu Kim
  • Yongdai Kim
  • Taeryon Choi

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  • Gwangsu Kim & Yongdai Kim & Taeryon Choi, 2017. "Bayesian Analysis of the Proportional Hazards Model with Time-Varying Coefficients," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 44(2), pages 524-544, June.
  • Handle: RePEc:bla:scjsta:v:44:y:2017:i:2:p:524-544
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    File URL: http://hdl.handle.net/10.1111/sjos.12263
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    References listed on IDEAS

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    1. Zongwu Cai & Yanqing Sun, 2003. "Local Linear Estimation for Time‐Dependent Coefficients in Cox's Regression Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 30(1), pages 93-111, March.
    2. ROSS McVINISH & JUDITH ROUSSEAU & KERRIE MENGERSEN, 2009. "Bayesian Goodness of Fit Testing with Mixtures of Triangular Distributions," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 36(2), pages 337-354, June.
    3. Lee, Jaeyong & Kim, Yongdai, 2004. "A new algorithm to generate beta processes," Computational Statistics & Data Analysis, Elsevier, vol. 47(3), pages 441-453, October.
    4. repec:dau:papers:123456789/369 is not listed on IDEAS
    5. Weining Shen & Subhashis Ghosal, 2015. "Adaptive Bayesian Procedures Using Random Series Priors," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 42(4), pages 1194-1213, December.
    6. Keele, Luke, 2010. "Proportionally Difficult: Testing for Nonproportional Hazards in Cox Models," Political Analysis, Cambridge University Press, vol. 18(2), pages 189-205, April.
    7. Debajyoti Sinha, 2003. "A Bayesian justification of Cox's partial likelihood," Biometrika, Biometrika Trust, vol. 90(3), pages 629-641, September.
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    Cited by:

    1. Yanlin Tang & Xinyuan Song & Grace Yun Yi, 2022. "Bayesian analysis under accelerated failure time models with error-prone time-to-event outcomes," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 28(1), pages 139-168, January.
    2. Kim, Gwangsu & Choi, Taeryon, 2019. "Asymptotic properties of nonparametric estimation and quantile regression in Bayesian structural equation models," Journal of Multivariate Analysis, Elsevier, vol. 171(C), pages 68-82.

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