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Neutral to the Right Processes from a Predictive Perspective: A Review and New Developments (1997)

Abstract
This paper presents a Bayesian nonparametric approach to survival analysis based on arbitrarly 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. KEY WORDS: Bayesian bootstrap, Censoring, Exchangeability, Neutral to the right process, Predicition AMS 1991 Subject classifications: Primary 62A15 - Secondary 62M20. -- v -- Contents 1 Introduction 1 2 Preliminaries 2 3 A predictive approach 3 4 The beta-Stacy process 6 5 Exchangeable neutral urn scheme 10 6 Bayesian bootstraps 11 References -- 1 -- Neutral to the Right Processes from a Predictive Perspective: A Review and New Developments Pietro Muliere Stephen Walker 1 Introduction This paper deals with survival analysis from incomplete observ...

Publication details
Download http://citeseer.ist.psu.edu/122296.html
Source http://www.iiasa.ac.at/Publications/Documents/IR-97-082.ps
Publisher unknown
Contributors The Pennsylvania State University CiteSeer Archives
Repository CiteSeer (United States)
Keywords Pietro Muliere,Stephen Walker,Giovanni Dosi Neutral to the Right Processes from a Predictive Perspective: A Review and New Developments
Language Englisch