A universal procedure for parametric frailty models

doi:10.1080/0094965031000097304

CSpace > 应用数学研究所

	A universal procedure for parametric frailty models
	Gu, MG ; Sun, LQ; Huang, CQ
	2004
Source Publication	JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION
ISSN	0094-9655
Volume	74 Issue:1 Pages:1-13
Abstract	A profile likelihood approach is used to derive a universal procedure for survival models with general parametric frailty distributions. An efficient algorithm based on Markov chain Monte Carlo stochastic approximation is proposed to solve the resulting estimating equations. Simulation studies show that the proposed procedure works well and gives accurate estimates. We also illustrate the method with applications to two data sets that have been analyzed in many recent works on frailty models.
Keyword	censored survival data frailty models general parameter families Markov chain Monte Carlo methods stochastic approximation
DOI	10.1080/0094965031000097304
Language	英语
WOS Research Area	Computer Science ; Mathematics
WOS Subject	Computer Science, Interdisciplinary Applications ; Statistics & Probability
WOS ID	WOS:000186682400001
Publisher	TAYLOR & FRANCIS LTD
Citation statistics
Document Type	期刊论文
Identifier	http://ir.amss.ac.cn/handle/2S8OKBNM/921
Collection	应用数学研究所
Corresponding Author	Gu, MG
Affiliation	1.Chinese Univ Hong Kong, Dept Stat, Hong Kong, Hong Kong, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Inst Appl Math, Beijing, Peoples R China
Recommended Citation GB/T 7714	Gu, MG,Sun, LQ,Huang, CQ. A universal procedure for parametric frailty models[J]. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION,2004,74(1):1-13.
APA	Gu, MG,Sun, LQ,&Huang, CQ.(2004).A universal procedure for parametric frailty models.JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION,74(1),1-13.
MLA	Gu, MG,et al."A universal procedure for parametric frailty models".JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION 74.1(2004):1-13.

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