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February, 1995 Asymptotic Theory for the Frailty Model
S. A. Murphy
Ann. Statist. 23(1): 182-198 (February, 1995). DOI: 10.1214/aos/1176324462

Abstract

The frailty model is a generalization of Cox's proportional hazards model which includes a random effect. Nielsen, Gill, Andersen and Sorensen (1992) proposed an EM algorithm to estimate the cumulative baseline hazard and the variance of the random effect. Here the asymptotic distribution of the estimators is given along with a consistent estimator of the asymptotic variance.

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S. A. Murphy. "Asymptotic Theory for the Frailty Model." Ann. Statist. 23 (1) 182 - 198, February, 1995. https://doi.org/10.1214/aos/1176324462

Information

Published: February, 1995
First available in Project Euclid: 11 April 2007

zbMATH: 0822.62069
MathSciNet: MR1331663
Digital Object Identifier: 10.1214/aos/1176324462

Subjects:
Primary: 62M09
Secondary: 62G05

Rights: Copyright © 1995 Institute of Mathematical Statistics

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Vol.23 • No. 1 • February, 1995
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