JOURNAL BROWSE
Search
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)
 Abstract
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 $\~{F}_0({\tau})\;<\;1$.
 Keywords
Nonparametric Bayes estimator;Compact differentiability;Delta method;
 Language
English
 Cited by
 References
1.
Billingsley, P. (1986). Probability and Measure. John Wiley & Son. New York

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

3.
Ferguson, T. S. (1973). A Bayesian analysis of some nonparametric problems. Ann. statist. 1 209-230 crossref(new window)

4.
Ferguson, T. S. and Phadia, E. G. (1979). Bayesian nonparametric estimation based one censored data. Ann. Statist. 7 163-186 crossref(new window)

5.
Gill, R. D. (1989). Non- and Semi-parametric maximum likelihood estimators and the von Mises method (Part I). Scand. J. Statist. 16 97-128

6.
Gill, R. D. (994). Lectures on probability theory. Springer-Verlag. New York

7.
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)

8.
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)

9.
Susarla, V. and Van Ryzin, J. (1976). Nonparametric Bayesian estimation of survival curve from incomplete observations. J. Amer. Statist. Assoc. 61 897-902

10.
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)

11.
Van der Vaart, A. W. and Wellner, J. A. (1996). Weak convergence and Empirical processes. Springer-Verlag. New York