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

Arfè, A., Peluso, S., Muliere, P. (2019). Reinforced urns and the subdistribution beta-Stacy process prior for competing risks analysis. SCANDINAVIAN JOURNAL OF STATISTICS, 46(3), 706-734 [10.1111/sjos.12369].

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

Stefano Peluso;
2019

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
Articolo in rivista - Articolo scientifico
Bayesian Nonparametrics; Competing Risks; Prediction; Reinforcement; Subdistribution beta-Stacy; Urn Process
English
2019
46
3
706
734
none
Arfè, A., Peluso, S., Muliere, P. (2019). Reinforced urns and the subdistribution beta-Stacy process prior for competing risks analysis. SCANDINAVIAN JOURNAL OF STATISTICS, 46(3), 706-734 [10.1111/sjos.12369].
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10281/266173
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