Asymptotics for posterior hazards

@inproceedings{Blasi2007AsymptoticsFP,
  title={Asymptotics for posterior hazards},
  author={Pierpaolo De Blasi and G. Peccati and Igor Pr{\"u}nster},
  year={2007}
}
An important issue in survival analysis is the investigation and the modeling of hazard rates. Within a Bayesian nonparametric framework, a natural and popular approach is to model hazard rates as kernel mixtures with respect to a completely random measure. In this paper we provide a comprehensive analysis of the asymptotic behavior of such models. We investigate consistency of the posterior distribution and derive fixed sample size central limit theorems for both linear and quadratic… CONTINUE READING
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