Shrinkage estimation in nonparametric Bayesian survival analysis: a simulation study
作者:
Kamta Rai,
V Susarla,
John. Van Ryzin,
期刊:
Communications in Statistics - Simulation and Computation
(Taylor Available online 1980)
卷期:
Volume 9,
issue 3
页码: 271-298
ISSN:0361-0918
年代: 1980
DOI:10.1080/03610918008812154
出版商: Taylor & Francis Group
关键词: survival function;survival curve estimators;Dirichlet prior;Kaplan-Meier estimator;empirical bayes;censored data
数据来源: Taylor
摘要:
This paper discusses shrinkage estimation in nonparametric Bayesian survival analysis using censored data. The shrinkage estimators proposed are based on estimating the parameter measure of a prior Dirichlet process in a nonparametric Bayesian survival curve estimator which is the posterior mean of this process. The shrinkage is toward a prior family of exponential survival curves. The estimators are then compared by simulation with the wholly nonparametric estimator of Kaplan-Meier and the maximum likelihood estimator for the exponential family. These comparisons are done in cases where the exponential assumption is both
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