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

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  • Andrea Arfé
  • Stefano Peluso
  • Pietro Muliere

Abstract

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.

Suggested Citation

  • Andrea Arfé & Stefano Peluso & Pietro Muliere, 2019. "Reinforced urns and the subdistribution beta‐Stacy process prior for competing risks analysis," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 46(3), pages 706-734, September.
    • Handle: RePEc:bla:scjsta:v:46:y:2019:i:3:p:706-734
    DOI: 10.1111/sjos.12369
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