Some aspects of neutral to right priors

International Statistical Review

Volumn 71, Issue 2, 2003, Pages 383-401

  Dey, Jyotirmoy ^a   Erickson, R V ^b   Ramamoorthi, R V ^b  

^a WAYNE STATE UNIVERSITY   (United States)

^b MICHIGAN STATE UNIVERSITY   (United States)

Author keywords

Bayesian nonparametric inference; Beta process; Beta Stacy process; Cumulative hazard function; Independent increment process; Neutral to right; Posterior consistency; Right censored observations

Indexed keywords

EID: 0042861725     PISSN: 03067734     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1751-5823.2003.tb00204.x     Document Type: Review

References (21)

1. Brown, M. (1971). Discrimination of Poisson process. Ann. Math. Statist., 42, 773-776.
2. Connor, R.J. & Mosimann, J.E. (1969). Concepts of independence for proportions with a generalization of the Dirichlet distribution. J. Amer. Statist. Assoc., 64, 194-206.
3. Cox, D.R. (1972). Regression models and life tables (with discussion). J.R. Statist. Soc. B, 55, 187-220.
4. Damien, P., Laud, P. & Smith, A.F.M. (1996). Implementation of Bayesian nonparametric inference based on beta processes. Scandinavian Journal of Statistics, 23, 27-36.
5. Dey, D., Müller, P. & Sinha, D., Eds. (1998). Practical nonparametric and semiparametric Bayesian statistics. New York: Springer-Verlag.
6. Diaconis, P.W. & Freedman, D.A. (1986). On inconsistent Bayes estimates of location. Ann. Statist., 14, 68-87.
7. Doksum, K. (1974). Tailfree and neutral random probabilities and their posterior distributions. Ann. Probability, 2, 183-201.
8. Ferguson, T.S. (1973). A Bayesian analysis of some nonparametric problems. Ann. Statist., 1, 209-230.
9. Ferguson, T.S. (1974). Prior distributions on spaces of probability measures. Ann. Statist., 2, 615-629.
10. Ferguson, T.S. & Phadia, E.G. (1979). Bayesian nonparametric estimation based on censored data. Ann. Statist., 7, 163-186.
11. Ghosh, J.K. & Ramamoorthi, R.V. (2003). Bayesian nonparametrics. New York: Springer-Verlag. In Press.
12. Gill, R.D. & Johansen, S. (1990). A survey of product-integration with a view toward application in survival analysis. Ann. Statist., 18, 1501-1555.
13. Hjort, N.L. (1990). Nonparametric Bayes estimators based on beta processes in models for life history data. Ann. Statist., 18, 1259-1294.
14. Ito, K. (1969). Stochastic processes. Matematisk Institut, Aarhus Universitet, Aarhus. Lecture Notes Series, No. 16.
15. Kim, Y. & Lee, J. (2001). On posterior consistency of survival models. Ann. Statist., 29, 666-686.
16. Meyer, P.A. (1966). Probability and potentials. Waltham, Mass.-Toronto, Ont.-London: Blaisdell Publishing Co. Ginn and Co.
17. Peterson, A.V. (1977). Expressing the Kaplan-Meier estimator as a function of empirical subsurvival functions. J. Amer. Statist. Assoc., 72, 854-858.
18. Ramamoorthi, R.V., Draghici, L. & Dey, J. (2000). Characterizations of tailfree and neutral to right priors. In Advances on theoretical and methodological aspects of Probability and Statistics (IISA 1998), Ed. N. Balakrishnan, 2, 305-315. Newark: Gordon and Breach.
19. Walker, S. & Muliere, P. (1997). Beta-Stacy processes and a generalization of the Pólya-urn scheme. Ann. Statist., 25, 1762-1780.
20. Walker, S. & Muliere, P. (1999). A characterization of a neutral to the right prior via an extension of Johnson's sufficientness postulate. Ann. Statist., 27, 589-599.
21. Wolpert, R.L. & Ickstadt, K. (1998). Simulation of Lévy random fields. In Practical nonparametric and semiparametric Bayesian statistics, Eds. D. Dey, P. Müller, and D. Sinha, Lecture Notes in Statistics, 133, 227-242. New York: Springer-Verlag.