Blasi, Pierpaolo De; Hjort, Nils L. - International Centre for Economic Research (ICER) - 2007
Semiparametric Bayesian models are nowadays a popular tool in survival analysis. An important area of research concerns the investigation of frequentist properties of these models. In this paper, a Bernstein-von Mises theorem is derived for semiparametric Bayesian models of competing risks data....