Study of the bivariate survival data using frailty models based on Lévy processes

Alexander Begun () and Anatoli Yashin ()
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Alexander Begun: University of East Anglia
Anatoli Yashin: Duke University

AStA Advances in Statistical Analysis, 2019, vol. 103, issue 1, No 2, 37-67

Abstract: Abstract Frailty models allow us to take into account the non-observable inhomogeneity of individual hazard functions. Although models with time-independent frailty have been intensively studied over the last decades and a wide range of applications in survival analysis have been found, the studies based on the models with time-dependent frailty are relatively rare. In this paper, we formulate and prove two propositions related to the identifiability of the bivariate survival models with frailty given by a nonnegative bivariate Lévy process. We discuss parametric and semiparametric procedures for estimating unknown parameters and baseline hazard functions. Numerical experiments with simulated and real data illustrate these procedures. The statements of the propositions can be easily extended to the multivariate case.

Keywords: Frailty; Lévy process; Bivariate survival function; Identifiability (search for similar items in EconPapers)
Date: 2019
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Persistent link: https://EconPapers.repec.org/RePEc:spr:alstar:v:103:y:2019:i:1:d:10.1007_s10182-018-0322-y

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DOI: 10.1007/s10182-018-0322-y

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