مجلة الدراسات الإقتصادية والمالية
Volume 13, Numéro 1, Pages 77-92
2020-12-31

Kaplan Meier's Bayesian Model Under An Informative Prior Distribution Case: Integration Study Of Unemployed Registered With The Local Employment Agency Of Ain El Benian (january 2011-july 2013)

Authors : Hamimes Ahmed . Benamirouche Rachid .

Abstract

A Bayesian approach to nonparametric survival offers practical, simple and relatively easy solutions to exploit numerically. In this contribution, we will demonstrate the efficiency of the Bayesian approach in the modeling of durations and in an econometric context, we propose a new conception of the Kaplan Meier Bayesian estimator under an a priori informative law based on the stochastic approximation. Which here represents by 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.

Keywords

Bayesian approach ; nonparametric survival ; Kaplan Meier Bayesian estimator ; Gibbs sampling.