On a convergent stochastic estimation algorithm for frailty models

DOI10.1007/S11222-012-9319-7MaRDI QIDQ746290zbMATHOpenAlexFDO

Authors Estelle Kuhn, Charles El-Nouty

Publication date 16 October 2015

Published in Statistics and Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11222-012-9319-7

zbMATH Keywords

frailty modelrandom effectbladder cancermaximum likelihood estimateSAEM-MCMC algorithm

Mathematics Subject Classification ID

Estimation in survival analysis and censored data (62N02) Reliability and life testing (62N05) Applications of statistics to biology and medical sciences; meta analysis (62P10) Sequential statistical analysis (62L10)

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• Tests for Variation Over Groups in Survival Data
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• Validation of prognostic indices using the frailty model

Cited in

(7)

• Maximum likelihood inference for multivariate frailty models using an automated Monte Carlo EM algorithm
• Assessing the correlation structure in cow udder quarter infection times through extensions of the correlated frailty model
• EFFICIENT ESTIMATION IN REGRESSION FRAILTY OR TRANSFORMATION MODELS BASED ON AN ALGORITHM
• scientific article; zbMATH DE number 65175 (Why is no real title available?)
• A version of the EM algorithm for proportional hazard model with random effects
• A hybrid ML-EM algorithm for calculation of maximum likelihood estimates in semiparametric shared frailty models.
• Laplace's approximation for relative risk frailty models

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