Proportional odds frailty model and stochastic comparisons

Ramesh Gupta () and Cheng Peng ()

Annals of the Institute of Statistical Mathematics, 2014, vol. 66, issue 5, 897-912

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. Copyright The Institute of Statistical Mathematics, Tokyo 2014

Keywords: Likelihood ratio ordering; Failure rate ordering; Stochastic ordering; $$TP_2(RR_2)$$ T P 2 ( R R 2 ) functions; Frailty distributions (search for similar items in EconPapers)
Date: 2014
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DOI: 10.1007/s10463-013-0432-y

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