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Neutral to the Right Processes from a Predictive Perspective: A Review and New Developments

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  • P. Muliere
  • S. Walker

Abstract

This paper presents a Bayesian nonparametric approach to survival analysis based on arbitrarily right censored data. The first aim will be to show that the "neutral to the right"process is the natural prior to use in this context. Secondly, the properties of a particular neutral to the right process, the "beta-Stacy"process are examined. Finally, the connections between some Bayesian bootstraps and the beta-Stacy process are investigated.

Suggested Citation

  • P. Muliere & S. Walker, 1997. "Neutral to the Right Processes from a Predictive Perspective: A Review and New Developments," Working Papers ir97082, International Institute for Applied Systems Analysis.
  • Handle: RePEc:wop:iasawp:ir97082
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    File URL: http://www.iiasa.ac.at/Publications/Documents/IR-97-082.pdf
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    References listed on IDEAS

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    1. P. Muliere & P. Secchi, 1996. "Bayesian nonparametric predictive inference and bootstrap techniques," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 48(4), pages 663-673, December.
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