Quotation Winkler, Daniel, Knaus, Peter. 2021. shrinkDSM: Efficient Bayesian Inference for Dynamic Survival Models with Shrinkage.


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Abstract

Efficient Markov chain Monte Carlo (MCMC) algorithms for fully Bayesian estimation of dynamic survival models with shrinkage priors. Details on the algorithms used are provided in Wagner (2011) <doi:10.1007/s11222-009-9164-5>, Bitto and Frühwirth-Schnatter (2019) <doi:10.1016/j.jeconom.2018.11.006> and Cadonna et al. (2020) <doi:10.3390/econometrics8020020>.

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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Software
Title shrinkDSM: Efficient Bayesian Inference for Dynamic Survival Models with Shrinkage
Date Sept. 6, 2021
Version 0.1.0
Licence GPL-3
Programming language R, C++

Associations

People
Winkler, Daniel (Details)
Knaus, Peter (Details)
Organization
Institute for Statistics and Mathematics IN (Details)
Institute for Retailing & Data Science IN (Details)
Research areas (ÖSTAT Classification 'Statistik Austria')
1105 Computer software (Details)
5323 Econometrics (Details)
5701 Applied statistics (Details)
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