Groupe d’études et de recherche en analyse des décisions


Bayesian Estimation of the Hazard Function with Randomly Right Censored Data


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

Ce cahier a été révisé en février 2007