shrinkDSM: Efficient Bayesian Inference for Dynamic Survival Models with Shrinkage

Publication: Non-textual formSoftware

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>.
Original languageEnglish
Publication statusPublished - 6 Sept 2021

Austrian Classification of Fields of Science and Technology (ÖFOS)

  • 102022 Software development
  • 502025 Econometrics
  • 101018 Statistics

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