Nonparametric Bayesian Estimation of Survival Curves from Incomplete Observations

Abstract

This article presents a nonparametric Bayesian estimator of a survival curve based on incomplete or arbitrarily right-censored data. This estimator, a Bayes estimator under a squared-error loss function assuming a Dirichlet process prior, is shown to be a Bayesian extension of the usual product limit (Kaplan-Meier) nonparametric estimator.