A Non‐parametric Frailty Model for Temporally Clustered Multivariate Failure Times

Tommi Härkänen, Hannu Hausen, Jorma I. Virtanen and Elja Arjas

Scandinavian Journal of Statistics, 2003, vol. 30, issue 3, 523-533

Abstract: Abstract A model is introduced here for multivariate failure time data arising from heterogenous populations. In particular, we consider a situation in which the failure times of individual subjects are often temporally clustered, so that many failures occur during a relatively short age interval. The clustering is modelled by assuming that the subjects can be divided into ‘internally homogenous’ latent classes, each such class being then described by a time‐dependent frailty profile function. As an example, we reanalysed the dental caries data presented earlier in Härkänen et al. [Scand. J. Statist. 27 (2000) 577], as it turned out that our earlier model could not adequately describe the observed clustering.

Date: 2003
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