Classical methods are inapplicable in estimation problems involving non-identifiable parameters. Bayesian methods, on the other hand, are often both feasible and intuitively reasonable in such problems. This paper establishes the foundations for studying the efficacy of Bayesian updating in estimati
On the inconsistency of Bayesian non-parametric estimators in competing risks/multiple decrement models
โ Scribed by Barry C. Arnold; Patrick L. Brockett; William Torrez; A.Larry Wright
- Publisher
- Elsevier Science
- Year
- 1984
- Tongue
- English
- Weight
- 596 KB
- Volume
- 3
- Category
- Article
- ISSN
- 0167-6687
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
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
This paper is intended as an investigation of estimating cause-specific cumulative hazard and cumulative incidence functions in a competing risks model. The proportional model in which ratios of the cause-specific hazards to the overall hazard are assumed to be constant (independent of time) is a we
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