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We consider sequences of random variables of the type $S_n= n^{-1/2} \sum_{k=1}^n f(X_k)$, $n\geq 1$, where $X=(X_k)_{k\in \Z}$ is a $d$-dimensional Gaussian process and $f: \R^d \rightarrow \R$ is a measurable function. It is known that, under certain conditions on $f$ and the covariance...
Persistent link: https://www.econbiz.de/10008552197
Persistent link: https://www.econbiz.de/10009662544
A popular Bayesian nonparametric approach to survival analysis consists in modeling hazard rates as kernel mixtures driven by a completely random measure. In this paper we derive asymptotic results for linear and quadratic functionals of such random hazard rates. In particular, we prove central...
Persistent link: https://www.econbiz.de/10004972509
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