Variability ordering of multiplicative frailty models

Hongmei Xie (), Keshe Ni and Wenyu Liu
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Hongmei Xie: Shihezi University
Keshe Ni: Shihezi University
Wenyu Liu: Shihezi University

Metrika: International Journal for Theoretical and Applied Statistics, 2016, vol. 79, issue 6, No 2, 659-670

Abstract: Abstract The classical multiplicative frailty model in survival analysis accounts for unobserved heterogeneity between individuals. It is of great importance to identify how the variation of the frailty variable affects that of the overall population. This paper is mainly to present how the dispersive and the excess wealth orders between two frailty variables, translate into the corresponding orders between the resulting overall population variables. For the mean residual life and the mean inactivity time orders, we also obtain relevant analogous results in multiplicative frailty models.

Keywords: DFR; IFR; IMRL; DMRL; Dispersive order; Excess wealth order; Mean residual life order; Mean inactivity time order (search for similar items in EconPapers)
Date: 2016
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DOI: 10.1007/s00184-015-0571-7

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