Bayesian Nonparametric and Covariate Analysis of Failure Time Data
A Bayesian analysis of the semi-parametric regression model of Cox (1972) is given. The cumulative hazard function is modelled as a beta process. The posterior distribution of the regression parameters and the survival function are obtained using a combination of recent Monte Carlo methods. An illustrative analysis within the context of survival time data is given.
KeywordsPosterior Distribution Hazard Rate Markov Chain Monte Carlo Method Frailty Model Cumulative Hazard
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