Large Sample Theory for a Bayesian Nonparametric Survival Curve Estimator Based on Censored Samples
Large Sample Theory for a Bayesian Nonparametric Survival Curve Estimator Based on Censored Samples
Let $X_1, \cdots, X_n$ be i.i.d. $F_0$ and let $Y_1, \cdots, Y_n$ be independent (and independent also of $X_1, \cdots, X_n$) random variables. Then assuming that $F$ is distributed according to a Dirichlet process with parameter $\alpha,$ the authors obtained the Bayes estimator $\hat{F}_\alpha$ of $F$ under the loss function …