Department of Statistics, Texas A&M University, College Station 77843-3143, USA. bmallick@stat.tamu.edu
Abstract:
A Bayesian multivariate adaptive regression spline fitting approach is used to model univariate and multivariate survival data with censoring. The possible models contain the proportional hazards model as a subclass and automatically detect departures from this. A reversible jump Markov chain Monte Carlo algorithm is described to obtain the estimate of the hazard function as well as the survival curve.