NDLI: Additive Positive Stable Frailty Models

Content Provider	Springer Nature Link
Author	Mallick, Madhuja Ravishanker, Nalini
Copyright Year	2006
Abstract	In this article, we describe an additive stable frailty model for multivariate times to events data using a flexible baseline hazard, and assuming that the frailty component for each individual is described by additive functions of independent positive stable random variables with possibly different stability indices. Dependence properties of this frailty model are investigated. To carry out inference, the likelihood function is derived by replacing high-dimensional integration by Monte Carlo simulation. Markov chain Monte Carlo algorithms enable estimation and model checking in the Bayesian framework.
Starting Page	541
Ending Page	558
Page Count	18
File Format	PDF
ISSN	13875841
Journal	Methodology and Computing in Applied Probability
Volume Number	8
Issue Number	4
e-ISSN	15737713
Language	English
Publisher	Kluwer Academic Publishers
Publisher Date	2006-12-01
Publisher Place	Boston
Access Restriction	One Nation One Subscription (ONOS)
Subject Keyword	Multivariate survival Correlated prior process Dependence Life Sciences Statistics Electronic and Computer Engineering Economics general Business/Management Science
Content Type	Text
Resource Type	Article
Subject	Statistics and Probability

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Additive Positive Stable Frailty Models