KMS Of Academy of mathematics and systems sciences, CAS
A universal procedure for parametric frailty models | |
Gu, MG; Sun, LQ; Huang, CQ | |
2004 | |
发表期刊 | JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION |
ISSN | 0094-9655 |
卷号 | 74期号:1页码:1-13 |
摘要 | 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. |
关键词 | censored survival data frailty models general parameter families Markov chain Monte Carlo methods stochastic approximation |
DOI | 10.1080/0094965031000097304 |
语种 | 英语 |
WOS研究方向 | Computer Science ; Mathematics |
WOS类目 | Computer Science, Interdisciplinary Applications ; Statistics & Probability |
WOS记录号 | WOS:000186682400001 |
出版者 | TAYLOR & FRANCIS LTD |
引用统计 | |
文献类型 | 期刊论文 |
条目标识符 | http://ir.amss.ac.cn/handle/2S8OKBNM/921 |
专题 | 应用数学研究所 |
通讯作者 | Gu, MG |
作者单位 | 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 |
推荐引用方式 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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