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

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  • Lau, John W.

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.

Suggested Citation

  • Lau, John W., 2006. "Bayesian semi-parametric modeling for mixed proportional hazard models with right censoring," Statistics & Probability Letters, Elsevier, vol. 76(7), pages 719-728, April.
    • Handle: RePEc:eee:stapro:v:76:y:2006:i:7:p:719-728
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    Cited by:

    1. Lau, John W. & Cripps, Edward & Hui, Wendy, 2020. "Variational inference for multiplicative intensity models," Statistics & Probability Letters, Elsevier, vol. 161(C).

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