Nonparametric Bayesian estimation and goodness of fit test

We first make a review of prior distributions neutral to the right, and then we get the Bayes rule for the survival function S(t) = 1 - F(t), with quadratic loss, with these prior distributions. We give, after that, the estimator with a special kind of processes neutral to the right, the homogeneous...

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Detalles Bibliográficos
Autores: Quesada Paloma, Vicente, García Pérez, Alfonso
Tipo de recurso: artículo
Fecha de publicación:1985
País:España
Institución:Universitat Politècnica de Catalunya (UPC)
Repositorio:UPCommons. Portal del coneixement obert de la UPC
Idioma:inglés
OAI Identifier:oai:upcommons.upc.edu:2099/3922
Acceso en línea:https://hdl.handle.net/2099/3922
Access Level:acceso abierto
Palabra clave:Decision theory
Inference
Survival Analysis
Processes neutral to the right
Homogeneous processes
Linear approach
Teoria de la decisió
Inferència
Estadística
Classificació AMS::62 Statistics::62C Decision theory
Classificació AMS::62 Statistics::62G Nonparametric inference
Classificació AMS::62 Statistics::62N Survival analysis and censored data
Descripción
Sumario:We first make a review of prior distributions neutral to the right, and then we get the Bayes rule for the survival function S(t) = 1 - F(t), with quadratic loss, with these prior distributions. We give, after that, the estimator with a special kind of processes neutral to the right, the homogeneous processes. We get in point four the linear Bayes rule and we give there an interpretation of the parameters. We finish with a Bayesian generalization of the Kolmogorov-Smirnov goodness of fit test.