Nonparametrio bayes and empirical bayes estimation of the residual survival function at age t
Parthasarathi Lahiri, Dong Ho Park · Communication in Statistics- Theory and Methods · 1988
Nonparametric Bayes and empirical Bayes estimations of the survival function of a unit of age t (> 0) using Dirichlet process prior are presented. The proposed empirical Bayes estimators are found to be “asymptotically optimal” in the sense of Robbins (1955). The performances of the proposed empirical Bayes estimators are compared with those of certain rival estimators in terms of relative savings loss, The exact expressions for Bayes risks are also provided in certain cases.