A principled distance-based prior for the shape of the Weibull model

Janet Van Niekerk; Haakon Bakka; Haavard Rue

doi:10.1016/j.spl.2021.109098

A principled distance-based prior for the shape of the Weibull model

Janet Van Niekerk, Haakon Bakka, Haavard Rue

Research output: Contribution to journal › Article › peer-review

6 Scopus citations

Abstract

We propose a principled prior for the shape parameter of the Weibull model, based on a distance. It can be used as a default non-objective choice, in complex models with a Weibull modeling component and is implemented in the R-INLA package.

Original language	English (US)
Pages (from-to)	109098
Journal	Statistics & Probability Letters
DOIs	https://doi.org/10.1016/j.spl.2021.109098
State	Published - Mar 2021

ASJC Scopus subject areas

Statistics and Probability
Statistics, Probability and Uncertainty

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10.1016/j.spl.2021.109098

https://repository.kaust.edu.sa/bitstream/10754/661766/3/A%20principled_1-s2.0-S0167715221000602-main.pdf

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title = "A principled distance-based prior for the shape of the Weibull model",

abstract = "We propose a principled prior for the shape parameter of the Weibull model, based on a distance. It can be used as a default non-objective choice, in complex models with a Weibull modeling component and is implemented in the R-INLA package.",

author = "{Van Niekerk}, Janet and Haakon Bakka and Haavard Rue",

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year = "2021",

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doi = "10.1016/j.spl.2021.109098",

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AU - Van Niekerk, Janet

AU - Bakka, Haakon

AU - Rue, Haavard

N1 - KAUST Repository Item: Exported on 2021-04-05

PY - 2021/3

Y1 - 2021/3

N2 - We propose a principled prior for the shape parameter of the Weibull model, based on a distance. It can be used as a default non-objective choice, in complex models with a Weibull modeling component and is implemented in the R-INLA package.

AB - We propose a principled prior for the shape parameter of the Weibull model, based on a distance. It can be used as a default non-objective choice, in complex models with a Weibull modeling component and is implemented in the R-INLA package.

UR - http://hdl.handle.net/10754/661766

UR - https://linkinghub.elsevier.com/retrieve/pii/S0167715221000602

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DO - 10.1016/j.spl.2021.109098

M3 - Article

SN - 0167-7152

SP - 109098

JO - Statistics & Probability Letters

JF - Statistics & Probability Letters

ER -

A principled distance-based prior for the shape of the Weibull model

Abstract

ASJC Scopus subject areas

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