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Reinforced urns and the subdistribution beta‐Stacy process prior for competing risks analysis
Author(s) -
Arfé Andrea,
Peluso Stefano,
Muliere Pietro
Publication year - 2019
Publication title -
scandinavian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.359
H-Index - 65
eISSN - 1467-9469
pISSN - 0303-6898
DOI - 10.1111/sjos.12369
Subject(s) - mathematics , bayesian probability , process (computing) , nonparametric statistics , regression analysis , econometrics , statistics , computer science , operating system
In this paper, we introduce the subdistribution beta‐Stacy process, a novel Bayesian nonparametric process prior for subdistribution functions useful for the analysis of competing risks data. In particular, we (i) characterize this process from a predictive perspective by means of an urn model with reinforcement, (ii) show that it is conjugate with respect to right‐censored data, and (iii) highlight its relations with other prior processes for competing risks data. Additionally, we consider the subdistribution beta‐Stacy process prior in a nonparametric regression model for competing risks data, which, contrary to most others available in the literature, is not based on the proportional hazards assumption.