A fully Bayesian approach to inference for Coxian phase-type distributions with covariate dependent mean

Phase-type distributions represent the time to absorption for a finite state Markov chain in continuous time, generalising the exponential distribution and providing a flexible and useful modelling tool. We present a new reversible jump Markov chain Monte Carlo scheme for performing a fully Bayesian...

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Veröffentlicht in:	Computational statistics & data analysis 2009-10, Vol.53 (12), p.4311-4321
Hauptverfasser:	McGrory, C.A., Pettitt, A.N., Faddy, M.J.
Format:	Artikel
Sprache:	eng
Schlagworte:	Exact sciences and technology General topics Mathematics Multivariate analysis Numerical analysis Numerical analysis. Scientific computation Numerical methods in probability and statistics Parametric inference Probability and statistics Sciences and techniques of general use Statistics
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