Simulation of Posterior Distributions in Nonparametric Censored Analysis.

We analyse the model in which the latent durations Ti are i.i.d. generated by a distribution F. The statistician observes Yi= min (ti, Ci) and Ai=1I {Ti <= Ci} where ci is a censoring time. The prior probability on F is a Dirichlet process Di (n0F0).

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Year of publication:	1998
Authors:	Florens, J.-P. ; Rolin, J.-M.
Institutions:	Groupe de Recherche en Économie Mathématique et Quantitative (GREMAQ), Toulouse School of Economics (TSE)
Subject:	SIMULATION \| EVALUATION \| REGRESSION ANALYSIS

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Series:	Toulouse - GREMAQ.
Type of publication:	Book / Working Paper
Notes:	33 pages
Classification:	C11 - Bayesian Analysis ; C51 - Model Construction and Estimation
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005780449