shrinkDSM: Efficient Bayesian Inference for Dynamic Survival Models with Shrinkage

Publication: Non-textual formSoftware


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>.
Original languageEnglish
Publication statusPublished - 6 Sept 2021

Austrian Classification of Fields of Science and Technology (ÖFOS)

  • 102022 Software development
  • 502025 Econometrics
  • 101018 Statistics

Cite this