[KSCI] Korea Science Citation Index Service

http://dx.doi.org/10.5351/KJAS.2002.15.1.057

Bayesian model selection in exponential survival models

정윤식 (부산대학교 자연과학대학 통계학과)
김미숙 (삼성카드 주식회사 신용관리 팀)

Publication Information

The Korean Journal of Applied Statistics / v.15, no.1, 2002 , pp. 57-71 More about this Journal

Abstract

We introduce three types of exponential survival models, such as simple model, change-point model and finite mixture model in this paper. Among these models, in order to choose the best model, the model choice method is proposed using Gelfand and Ghosh(1998)'s idea. Then to avoid the computational difficulties, data augmentation method (Tanner and Wong, 1987) and Gibbs sampler (Gelfand and Smith, 1990) are employed. Our methodology is applied to both simulated data and Stangl (1991)'s On-impramint Hydrochloride data.

Keywords

Balanced loss function; Bayesian model selection; Change-point model; Finite mixture model; Gibbs sampler; Latent variable.;

Citations & Related Records

Times Cited By KSCI : 1 (Citation Analysis)

Reference
Cited By KSCI

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KSCI

Bayesian model selection in exponential survival models 지수 생존 모형에서의 베이지안 모형 선택

Bayesian model selection in exponential survival models