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On Bayesian estimation of the multiple decrement function in the competing risks problem, II: The discrete case

✍ Scribed by Andrew A. Neath; Francisco J. Samaniego

Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
482 KB
Volume
35
Category
Article
ISSN
0167-7152

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✦ Synopsis

In an earlier paper, the authors studied the behavior of Bayes estimators of the multiple decrement function in the competing risks problem using a Dirichlet process prior with a continuous prior measure ~. Certain applications, including the analysis of life tables based on grouped data, require a complementary analysis with a discrete ~. Such an analysis is developed here, and applied to provide Bayes estimators of the multiple decrement function from discrete data on the survival times of multiple myeloma patients. (~) 1997 Elsevier Science B.V.

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In a companion paper, derive the limiting posterior estimate of the multiple decrement function (MDP), relative to a Dirichlet process prior. It is noted there that, due to the nonidentifiability of the MDF in competing risks problems, the limiting posterior estimate can be inferior to the estimate