On the distinguished role of the multivariate exponential distribution in Bayesian estimation in competing risks problems

Statistics and Probability Letters

Volumn 31, Issue 1, 1996, Pages 69-74

  Neath, Andrew A ^a   Samaniego, Francisco J ^b  

^a SOUTHERN ILLINOIS UNIVERSITY EDWARDSVILLE   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Bayesian updating; Dirichlet process; Efficacy; Multivariate exponential distribution; Nonidentifiability; Survival function

Indexed keywords

EID: 0030522167     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(96)00015-6     Document Type: Article

References (4)

1. Marshall, A. and I. Olkin (1967), A multivariate exponential distribution, J. Amer. Statist. Assoc. 62, 30-44.
2. Neath, A.A. and F.J. Samaniego (1995), On the efficacy of Bayesian inference for nonidentifiable models, Technical Report #293, Division of Statistics, University of California, Davis.
3. Neath, A.A. and F.J. Samaniego (1996), On Bayesian estimation of the multiple decrement function in the competing risks problem, Statist. Probab. Lett., to appear.
4. Tsiatis, (1975), A nonidentifiability aspect of the problem of competing risks, Proc. National Acad. Sci. 72, 20-22.