On the shape of the cross-ratio function in bivariate survival models induced by truncated and folded normal frailty distributions

Steffen Unkel ()
Additional contact information
Steffen Unkel: University Medical Center Göttingen

Metrika: International Journal for Theoretical and Applied Statistics, 2017, vol. 80, issue 3, No 7, 362 pages

Abstract: Abstract In shared frailty models for bivariate survival data the frailty is identifiable through the cross-ratio function (CRF), which provides a convenient measure of association for correlated survival variables. The CRF may be used to compare patterns of dependence across models and data sets. We explore the shape of the CRF for the families of one-sided truncated normal and folded normal frailty distributions.

Keywords: Cross-ratio function; Frailty; Heterogeneity; Student-t distributions; Survival data; Truncation (search for similar items in EconPapers)
Date: 2017
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1007/s00184-016-0608-6 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:metrik:v:80:y:2017:i:3:d:10.1007_s00184-016-0608-6

Ordering information: This journal article can be ordered from
http://www.springer.com/statistics/journal/184/PS2

DOI: 10.1007/s00184-016-0608-6

Access Statistics for this article

Metrika: International Journal for Theoretical and Applied Statistics is currently edited by U. Kamps and Norbert Henze

More articles in Metrika: International Journal for Theoretical and Applied Statistics from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().