论文信息 - Asymptotic Theory for the Frailty Model

Asymptotic Theory for the Frailty Model

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.

Susan A. Murphy | S. Murphy

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