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Bayesian analysis of proportional hazard models. (English) Zbl 1053.62036

Summary: This paper is concerned with Bayesian analysis of the proportional hazard model with left truncated and right censored data. We use a process neutral to the right as the prior of the baseline survival function and a finite-dimensional prior is placed on the regression coefficient. We then obtain the exact form of the joint posterior distribution of the regression coefficient and the baseline cumulative hazard function. As a by-product, we prove the propriety of the posterior distribution with the constant prior on the regression coefficient.

MSC:

62F15 Bayesian inference
62N99 Survival analysis and censored data
62C10 Bayesian problems; characterization of Bayes procedures
60G51 Processes with independent increments; Lévy processes
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[16] UNIVERSITY PARK, PENNSy LVANIA 16802 E-MAIL: leej@stat.psu.edu
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