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Proportional odds frailty model and stochastic comparisons.

Authors :
Gupta, Ramesh
Peng, Cheng
Source :
Annals of the Institute of Statistical Mathematics; Oct2014, Vol. 66 Issue 5, p897-912, 16p
Publication Year :
2014

Abstract

In this paper, we present some distributional properties of the survival and frailty distribution involved in the proportional odds (PO) frailty model. Stochastic orderings are studied for this proportional odds frailty model. It is showed that negative dependence arises in the PO frailty model as opposed to the proportional hazard frailty model. [ABSTRACT FROM AUTHOR]

Subjects

Subjects :
STOCHASTIC analysis
DISTRIBUTION (Probability theory)
PROPORTIONAL hazards models
LIKELIHOOD ratio tests
MATHEMATICAL models
COMPARATIVE studies

Details

Language :
English
ISSN :
00203157
Volume :
66
Issue :
5
Database :
Complementary Index
Journal :
Annals of the Institute of Statistical Mathematics
Publication Type :
Academic Journal
Accession number :
97623280
Full Text :
https://doi.org/10.1007/s10463-013-0432-y
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