Semi- and Non-parametric Bayesian Analysis of Duration Models with Dirichlet Priors: A Survey |
| |
Authors: | J-P Florens M Mouchart J-M Rolin |
| |
Institution: | GREMAQ and IDEI, Universitédes Sciences Sociales, Toulouse, France.;CORE and Institut de Statistique, Universitécatholique de Louvain, Louvain-la-Neuve, Belgium |
| |
Abstract: | The object of this paper is to review the main results obtained in semi- and non-parametric Bayesian analysis of duration models. Standard nonparametric Bayesian models for independent and identically distributed observations are reviewed in line with Ferguson's pioneering papers. Recent results on the characterization of Dirichlet processes and on nonparametric treatment of censoring and of heterogeneity in the context of mixtures of Dirichlet processes are also discussed. The final section considers a Bayesian semiparametric version of the proportional hazards model. |
| |
Keywords: | Nonparametric Bayesian statistics Dirichlet measures Neutral to the right processes Beta processes Duration data Censored observations Heterogeneity Proportional hazards model |
|