مجلة الدراسات الإقتصادية والمالية
Volume 13, Numéro 1, Pages 77-92
2020-12-31
Authors : Hamimes Ahmed . Benamirouche Rachid .
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.
Bayesian approach ; nonparametric survival ; Kaplan Meier Bayesian estimator ; Gibbs sampling.
Hamimes Ahmed
.
Benamirouche Rachid
.
pages 390-410.
Hamimes Ahmed
.
Benamirouche Rachid
.
pages 158-171.
Pempie Pascal
.
Hamimes Ahmed
.
Benamirouche Rachid
.
pages 76-82.
Hamimes Ahmed
.
Benamirouche Rachid
.
pages 150-168.
Hamimes Ahmed
.
Benamirouche Rachid
.
pages 187-196.