Sequential estimation of survival functions with a neutral to the right process prior

Domingo Morales; Leandro Pardo; Vicente Quesada

Applications of Mathematics (1994)

  • Volume: 39, Issue: 2, page 97-109
  • ISSN: 0862-7940

Abstract

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In this work, a parametric sequential estimation method of survival functions is proposed in the Bayesian nonparametric context when neutral to the right processes are used. It is proved that the mentioned method is an 1-SLA rule when Dirichlet processes are used; furthermore, asymptotically pointwise optimal procedures are obtained. Finally, an example is given.

How to cite

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Morales, Domingo, Pardo, Leandro, and Quesada, Vicente. "Sequential estimation of survival functions with a neutral to the right process prior." Applications of Mathematics 39.2 (1994): 97-109. <http://eudml.org/doc/32873>.

@article{Morales1994,
abstract = {In this work, a parametric sequential estimation method of survival functions is proposed in the Bayesian nonparametric context when neutral to the right processes are used. It is proved that the mentioned method is an 1-SLA rule when Dirichlet processes are used; furthermore, asymptotically pointwise optimal procedures are obtained. Finally, an example is given.},
author = {Morales, Domingo, Pardo, Leandro, Quesada, Vicente},
journal = {Applications of Mathematics},
keywords = {Survival analysis; Bayesian nonparametric inference; neutral to the right processes; Dirichlet processes; sequential analysis; stopping rules; 1-SLA rule; asymptotically pointwise optimal procedures; Bayesian nonparametric inference; Dirichlet process prior; 1-stage-look- ahead; 1-stage-parametric-look-ahead; survival function; neutral to the right process prior; 1-SPLA rule; 1-SLA; asymptotically pointwise optimal rules},
language = {eng},
number = {2},
pages = {97-109},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {Sequential estimation of survival functions with a neutral to the right process prior},
url = {http://eudml.org/doc/32873},
volume = {39},
year = {1994},
}

TY - JOUR
AU - Morales, Domingo
AU - Pardo, Leandro
AU - Quesada, Vicente
TI - Sequential estimation of survival functions with a neutral to the right process prior
JO - Applications of Mathematics
PY - 1994
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 39
IS - 2
SP - 97
EP - 109
AB - In this work, a parametric sequential estimation method of survival functions is proposed in the Bayesian nonparametric context when neutral to the right processes are used. It is proved that the mentioned method is an 1-SLA rule when Dirichlet processes are used; furthermore, asymptotically pointwise optimal procedures are obtained. Finally, an example is given.
LA - eng
KW - Survival analysis; Bayesian nonparametric inference; neutral to the right processes; Dirichlet processes; sequential analysis; stopping rules; 1-SLA rule; asymptotically pointwise optimal procedures; Bayesian nonparametric inference; Dirichlet process prior; 1-stage-look- ahead; 1-stage-parametric-look-ahead; survival function; neutral to the right process prior; 1-SPLA rule; 1-SLA; asymptotically pointwise optimal rules
UR - http://eudml.org/doc/32873
ER -

References

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  1. Asymptotically pointwise optimal procedures in sequential analysis, Proc. Fifth Berkeley Symp. Math. Statist. Prob. I (1965), 401–413. (1965) MR0212966
  2. 10.1214/aop/1176996703, Ann. Probability 2 (1974), 183–201. (1974) Zbl0279.60097MR0373081DOI10.1214/aop/1176996703
  3. Mathematical Statistics, Academic Press, 1967. (1967) Zbl0153.47602
  4. 10.1214/aos/1176342360, Ann. Statistics 1 (1973), 209–230. (1973) Zbl0255.62037MR0350949DOI10.1214/aos/1176342360
  5. Sequential estimations with Dirichlet process priors, Statistical Theory and Related Topics III 1 (1982), 385–401. (1982) MR0705298
  6. 10.1007/BF02873512, Trabajos de Estadística 1 (1986), 70–87. (1986) DOI10.1007/BF02873512

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