NONPARAMETRIC PRIORS FOR VECTORS OF SURVIVAL FUNCTIONS

作者：Epifani Ilenia^*; Lijoi Antonio

来源：Statistica Sinica, 2010, 20(4): 1455-1484.

• Bayesian nonparametrics
• completely random measures
• dependent stable processes
• Levy copulas
• posterior distribution
• right-censored data
• survival function

The paper proposes a new nonparametric prior for two-dimensional vectors of survival functions (S(1), S(2)). The definition is based on the Levy copula and it is used to model, in a nonparametric Bayesian framework, two-sample survival data. Such an application yields a natural extension of the more familiar neutral to the right process of Doksurn (1974) adopted for drawing inferences on single survival functions. We then obtain a description of the posterior distribution of (S(1), S(2)), conditionally on possibly right-censored data. As a by-product, we find that the marginal distribution of a pair of observations from the two samples coincides with the Marshall-Olkin or the Weibull distribution according to specific choices of the marginal Levy measures.

• 出版日期2010-10