Volume no :1, Issue no: 2, June (2009)

Journal of Statistics: Advances in Theory and Applications

A SAMPLING-BASED APPROACH FOR A HYBRID SCALE INTENSITY MODEL

Author's: Juliana Cobre and Francisco Louzada-Neto
Pages: [159] - [168]
Received Date: April 17, 2009
Submitted by:

Abstract

Several areas such as biomedical, criminology, financial, among others, present recurrent events for the same individual. Louzada Neto [9] proposes a hybrid scale intensity model, which allows multiple scales time, as well as the counting of the events. In this paper, a sampling-based inference procedure based on Markov chain Monte Carlo Methods is developed. We analyzed the proposal through two artificial and a well known real dataset.

Keywords

intensity models, recurrent events, Bayesian approach, MCMC.