Group for Research in Decision Analysis

G-2006-24

Bayesian Estimation of the Hazard Function with Randomly Right Censored Data

and

We develop a nonparametric Bayesian functional estimation method, using monotone wavelet approximation, for hazard estimation from randomly right censored data. The proposed methodology is compared with that of Arjas and Gasbarra (1994) and Antoniadis et al. (1999) in a simulation study and with real data.

, 26 pages

This cahier was revised in February 2007