Estimation Of A Survival Function With Doubly Censored Data And Dirichlet Process Prior Knowledge On The Observable Variable
Domingo Morales, Leandro Pardo, Vicente Quesada · Communications in Statistics - Simulation and Computation · 1990
This article presents a nonparametric Bayesian procedure for estimating a survival curve in a proportional hazard model when some of the data are censored on the left and some are censored on the right. The method works under the assumption that there is a Dirichlet process prior knowledge on the observable variable. Strong consistency of the estimator is proved and an example is given. To finish some simulation is presented to analyze the estimator.