Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
권호 표지
DOI QR코드

DOI QR Code

A Bayesian Approach for Accelerated Failure Time Model with Skewed Normal Error

  • Kim, Chansoo (Department of Applied Mathematics, Konju National University)
  • Published : 2003.08.01
Download PDF
⟨ Previous Next ⟩

Abstract

We consider the Bayesian accelerated failure time model. The error distribution is assigned a skewed normal distribution which is including normal distribution. For noninformative priors of regression coefficients, we show the propriety of posterior distribution. A Markov Chain Monte Carlo algorithm(i.e., Gibbs Sampler) is used to obtain a predictive distribution for a future observation and Bayes estimates of regression coefficients.

Keywords

References

  1. Biometrika v.83 The multivariate skew-normal distribution Azzalini,A.;Dalla Vale,A. https://doi.org/10.1093/biomet/83.4.715
  2. Technical Report, Department of Statistics, University of Connecticut Bayesian regression model under skewed heavy tailed error distribution Branco,D.;Dey,D.K.
  3. Journal of the American Statistical Association v.94 A new skewed link model for dichotomous quantal response data Chen,M.H.;Dey,D.K.;Shao,Q.M. https://doi.org/10.2307/2669933
  4. Biometrika v.75 Modelling accelerated failure time with a Dirchlet process Christensen,R.;Johnson,W. https://doi.org/10.1093/biomet/75.4.693
  5. Biometrics v.21 Estimation of exponential probabilities with concomitant information Feigl,P.;Zelen,M. https://doi.org/10.2307/2528247
  6. The Annals of Statistics v.1 A Bayesian analysis of some nonparametric problems Ferguson,T.S. https://doi.org/10.1214/aos/1176342360
  7. Statistics and Probability Letters v.8 Nonparametric Bayesian analysis of the accelerated failure time model Johnson,W.;Christensen,R. https://doi.org/10.1016/0167-7152(89)90014-X
  8. The Statistical Analysis of Failure Time Data Kalbfleisch,J.D.;Prentice,R.L.
  9. Computer J. v.7 A simplex method for function minimization Nelder,J.A.;Mead,R. https://doi.org/10.1093/comjnl/7.4.308
  10. Applied Statistics v.20 Algorithm AS47-function minimization using a simplex procedure O'Neill,R. https://doi.org/10.2307/2346772
  11. Technical Report, University of Southampton A new class of multivariate skew distributions with applications to Bayesian regression models Sahu,S.K.;Dey,D.K.;Branco,M.D.
  12. Biometrics v.55 A Bayesian semiparametric accelerated failure time model Walker,S.;Mallick,B.K. https://doi.org/10.1111/j.0006-341X.1999.00477.x
  13. Technical Report, Department of Statistics, University of Connecticut Bayesian binary segmentation procedure for homogeneous Poisson process with multiple change positions Yang,T.;Kuo,L.
  14. Journal of the American Statistical Association v.71 Bayesian and non-Bayesian analysis of the regression model with multivariate Student-t error terms Zellner,A. https://doi.org/10.2307/2285322