The Bayesian design of Kaplan Meier estimation using Gibbs sampling : application in econometrics of duration models

Joint Authors

Bin Amirush, Rashid
Humaymis, Ahmad

Source

Finance and Business Economies Review

Issue

Vol. 4, Issue 4 (31 Dec. 2020), pp.150-168, 19 p.

Publisher

Centre Universitaire Abdelhafid Boussouf-Mila The Institute of Economics Commerce and Management Science

Publication Date

2020-12-31

Country of Publication

Algeria

No. of Pages

19

Main Subjects

Economy and Commerce
Statistics

Topics

Abstract EN

A Bayesian approach to survival offers practical, simple and relatively easy solutions to exploit digitally.

in this contribution, we will demonstrate the effectiveness of the Bayesian approach in the modeling of durations and in an econometric context, we propose the Bayesian design of the Kaplan Meier estimator based on the stochastic approximation, which is represented here by the Gibbs sampling.

our contribution is to improve the deductive stage in estimating nonparametric survival times and under censorship, and this is what we reached in our research by means of the hierarchical prior distribution.

Abstract FRE

Une approche bayésienne de la survie offre des solutions pratiques, simples et relativement faciles à exploiter numériquement.

dans cette contribution, nous démontrerons l'efficacité de l'approche bayésienne dans la modélisation des durées et dans un contexte économétrique, nous proposons le plan bayésien de l'estimateur de Kaplan Meier basé sur l'approximation stochastique, qui est ici représentée par l'échantillonnage de Gibbs.

notre contribution est d'améliorer l'étape déductive dans l'estimation des temps de survie non paramétriques et sous censure, et c'est ce que nous avons atteint dans notre recherche au moyen de la distribution hiérarchique a priori.

American Psychological Association (APA)

Humaymis, Ahmad& Bin Amirush, Rashid. 2020. The Bayesian design of Kaplan Meier estimation using Gibbs sampling : application in econometrics of duration models. Finance and Business Economies Review،Vol. 4, no. 4, pp.150-168.
https://search.emarefa.net/detail/BIM-1090450

Modern Language Association (MLA)

Humaymis, Ahmad& Bin Amirush, Rashid. The Bayesian design of Kaplan Meier estimation using Gibbs sampling : application in econometrics of duration models. Finance and Business Economies Review Vol. 4, no. 4 (Dec. 2020), pp.150-168.
https://search.emarefa.net/detail/BIM-1090450

American Medical Association (AMA)

Humaymis, Ahmad& Bin Amirush, Rashid. The Bayesian design of Kaplan Meier estimation using Gibbs sampling : application in econometrics of duration models. Finance and Business Economies Review. 2020. Vol. 4, no. 4, pp.150-168.
https://search.emarefa.net/detail/BIM-1090450

Data Type

Journal Articles

Language

English

Notes

Includes bibliographical references: p. 167-168

Record ID

BIM-1090450