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On a class of Bayesian nonparametric estimates. II: Hazard rate estimates. (English) Zbl 0716.62043
Summary: [For part I see Ann. Stat. 12, 351-357 (1984; Zbl 0557.62036).]
The Bayes estimation of hazard rates for a family of multiplicative point processes is considered. We study the model for which a hazard rate can be linearly parametrized by a freely varied measure. The weighted gamma process is assumed to be the prior distribution of this measure; the posterior distributions and the posterior means are given in explicit form. Examples of the evaluation of posterior means are given.

MSC:
62G07 Density estimation
62M09 Non-Markovian processes: estimation
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