Advanced SearchSearch Tips
Weak Convergence for Nonparametric Bayes Estimators Based on Beta Processes in the Random Censorship Model
facebook(new window)  Pirnt(new window) E-mail(new window) Excel Download
 Title & Authors
Weak Convergence for Nonparametric Bayes Estimators Based on Beta Processes in the Random Censorship Model
Hong, Jee-Chang;
  PDF(new window)
Hjort(1990) obtained the nonparametric Bayes estimator of with respect to beta processes in the random censorship model. Let be i.i.d. and let be i.i.d. G. Assume that and G are continuous. This paper shows that {(u){\|}0 < u < T} converges weakly to a Gaussian process whenever T < and $\~{F}_0({\tau})\;<\;1$.
Nonparametric Bayes estimator;Compact differentiability;Delta method;
 Cited by
Billingsley, P. (1986). Probability and Measure. John Wiley & Son. New York

Doksum, K. (1974). Tailfree and neutral random probabilities and their posterior distributions. Ann. Probability 2 183-201 crossref(new window)

Ferguson, T. S. (1973). A Bayesian analysis of some nonparametric problems. Ann. statist. 1 209-230 crossref(new window)

Ferguson, T. S. and Phadia, E. G. (1979). Bayesian nonparametric estimation based one censored data. Ann. Statist. 7 163-186 crossref(new window)

Gill, R. D. (1989). Non- and Semi-parametric maximum likelihood estimators and the von Mises method (Part I). Scand. J. Statist. 16 97-128

Gill, R. D. (994). Lectures on probability theory. Springer-Verlag. New York

Gill, R. D. and Johansen, S. (1990). A survey of product-integration with a view toward application in survival analysis. Ann. Statist. 18 1501-1555 crossref(new window)

Hjort, N. L. (1990). Nonparametric Bayes estimators based on beta processes in models for life history data. Ann. Statist. 18 1259-1294 crossref(new window)

Susarla, V. and Van Ryzin, J. (1976). Nonparametric Bayesian estimation of survival curve from incomplete observations. J. Amer. Statist. Assoc. 61 897-902

Susarla, V. and Van Ryzin, J. (1978). Large sample theory for a Bayesian nonparametric survival curve estimator based on censored samples. Ann. Statist. 6 755-768 crossref(new window)

Van der Vaart, A. W. and Wellner, J. A. (1996). Weak convergence and Empirical processes. Springer-Verlag. New York