BAYESIAN NONPARAMETRIC ESTIMATION OF A BIVARIATE SURVIVAL FUNCTION
Paolo Bulla, Pietro Muliere, Stephen Graham Walker · 2007
We use a bivariate reinforced process derived from a Generalized Polya Urn scheme to provide an estimator for a bivariate survival function. The estimator may be considered as a Bayesian nonparametric predictive estimator and it can be obtained easily via an implementation of a Gibbs sampler. Consistency of the estimator is studied.