The Bernstein-von Mises theorem for the proportional hazard model

• 成果类型: Article
• 署名作者: Kim, Yongdai
• 署名单位: Seoul National University (SNU)
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/009053606000000533
• 发表日期: 2006
• 页码: 1678-1700
• 关键词: bayesian-analysis; Consistency; CONVERGENCE; estimators; inference; rates

摘要

We study large sample properties of Bayesian analysis of the proportional hazard model with neutral to the right process priors on the baseline hazard function. We show that the posterior distribution of the baseline cumulative hazard function and regression coefficients centered at the maximum likelihood estimator is jointly asymptotically equivalent to the sampling distribution of the maximum likelihood estimator.