Convergence of dirichlet measures arising in context of Bayesian analysis of competing risks models

JOURNAL OF MULTIVARIATE ANALYSIS

卷:62

Article

SalinasTorres, VH ; Pereira, CAD ; Tiwari, RC

关键词: Dirichlet processes;    weak convergence;    random censored model;    Bayes estimation;   

DOI  :  10.1006/jmva.1997.1679

来源: Elsevier

【 摘 要 】

In this paper, we study the weak convergence of Dirichlet measures on the class constituted by vectors of subprobability measures such that the sum of its components is a probability measure on a complete separable metric space. This vectorial class of subprobabilities appears in the context of the competing risks theory and the Dirichlet measures are considered as a prior family in a Bayesian approach. The weak convergence results are derived and used to study the convergence of the Bayes estimators of certain parameters in competing risks models. (C) 1997 Academic Press.

【 授权许可】

Free