Bayesian Ridge Estimators Based on Copula-based Joint Prior Distributions: Cox Regression Model
Author:
Affiliation:
1. School of Pharmacy, Department of Clinical Medicine (Biostatistics), Kitasato University
Publisher
The Biometric Society of Japan
Link
https://www.jstage.jst.go.jp/article/jjb/45/1/45_15/_pdf
Reference27 articles.
1. Aas, K., Czado, C., Frigessi, A. and Bakken, H. (2009). Pair-copula constructions of multiple dependence. Insurance: Mathematics and Economics, 44, 182-198.
2. Aas, K. (2016). Pair-copula constructions for financial applications: A Review. Econometrics, 4, 43.
3. Aizawa Y., Emura, T. and Michimae, H. (2023). Bayesian ridge estimators based on copula-based joint prior distributions for logistic regression parameters. Communications in Statistics-Simulation and Computation. https://doi.org/10.1080/03610918.2023.2251728.
4. Andersen, P. K. and Gill, R. D. (1982). Cox's regression model counting process: A large sample study. Annals of Statistics, 10, 1100-1120.
5. Bedford, T. and Cooke, R. M. (2002). Vines - A new graphical model for dependent random variables. Annals of Statistics, 30, 1031-1068.
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