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  • Search: subject:"Path–variance"
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Year of publication
Subject
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Bayesian Nonparametrics 2 Central limit theorem 2 Completely random measure 2 Random hazard rate 2 Survival analysis 2 Asymptotics 1 Bayesian Consistency 1 Multiple Wiener-Ito integral 1 Path-variance 1 Path–variance 1
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Online availability
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Free 1
Type of publication
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Book / Working Paper 2
Language
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English 2
Author
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Peccati, Giovanni 2 Prünster, Igor 2 Blasi, Pierpaolo De 1
Institution
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Collegio Carlo Alberto, Università degli Studi di Torino 1 International Centre for Economic Research (ICER) 1
Published in...
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Carlo Alberto Notebooks 1 ICER Working Papers - Applied Mathematics Series 1
Source
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RePEc 2
Showing 1 - 2 of 2
Cover Image
Asymptotics for posterior hazards
Blasi, Pierpaolo De; Peccati, Giovanni; Prünster, Igor - Collegio Carlo Alberto, Università degli Studi di Torino - 2009
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...
Persistent link: https://www.econbiz.de/10008518910
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Cover Image
Linear and Quadratic Functionals of RandomHazard rates: an Asymptotic Analysis
Peccati, Giovanni; Prünster, Igor - International Centre for Economic Research (ICER) - 2006
path--second moment and path--variance of the hazard rate. Our techniques are based on recently established criteria for …
Persistent link: https://www.econbiz.de/10004972509
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