Density estimation on multivariate censored data with optional Polya tree
نویسندگان
چکیده
منابع مشابه
Tree-based Multivariate Regression and Density Estimation with Right-censored Data
We propose a unified strategy for estimator construction, selection, and performance assessment in the presence of censoring. This approach is entirely driven by the choice of a loss function for the full (uncensored) data structure and can be stated in terms of the following three main steps. (1) First, define the parameter of interest as the minimizer of the expected loss, or risk, for a full...
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We introduce an extension of the Pólya tree approach for constructing distributions on the space of probability measures. By using optional stopping and optional choice of splitting variables, the construction gives rise to random measures that are absolutely continuous with piecewise smooth densities on partitions that can adapt to fit the data. The resulting “optional Pólya tree” distribution...
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ژورنال
عنوان ژورنال: Biostatistics
سال: 2013
ISSN: 1465-4644,1468-4357
DOI: 10.1093/biostatistics/kxt025