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

Journal Article (Journal Article)

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.

Full Text

Duke Authors

Cited Authors

  • Begun, A; Yashin, A

Published Date

  • March 1, 2019

Published In

Volume / Issue

  • 103 / 1

Start / End Page

  • 37 - 67

International Standard Serial Number (ISSN)

  • 1863-8171

Digital Object Identifier (DOI)

  • 10.1007/s10182-018-0322-y

Citation Source

  • Scopus