Article
Bayesian analysis of survival on multiple time scales
Abstract
We propose a Bayesian approach to the analysis of survival data on multiple time scales. Non‐parametric modelling of variation of rates with more than one time scale is achieved using priors which specify smooth variation. Computations are conveniently carried out using Gibbs sampling. We discuss the extension of the method to Bayesian forecasting of rates. Numerical experience of two examples is described.
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Number of times cited according to CrossRef: 70
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