Random effect bivariate survival models and stochastic comparisons
Ramesh C. Gupta and Rameshwar D. Gupta
Source: J. Appl. Probab. Volume 47, Number 2
(2010), 426-440.
Abstract
In this paper we propose a general bivariate random effect model with special emphasis on frailty models and environmental effect models, and present some stochastic comparisons. The relationship between the conditional and the unconditional hazard gradients are derived and some examples are provided. We investigate how the well-known stochastic orderings between the distributions of two frailties translate into the orderings between the corresponding survival functions. These results are used to obtain the properties of the bivariate multiplicative model and the shared frailty model.
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Keywords: Frailty model; environmental effect model; hazard gradient; bivarate multiplicative model; shared frailty model
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Links and Identifiers
Permanent link to this document: http://projecteuclid.org/euclid.jap/1276784901
Digital Object Identifier: doi:10.1239/jap/1276784901
Zentralblatt MATH identifier: 1191.62174
Mathematical Reviews number (MathSciNet): MR2668498
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