Asymptotic failure rates for a general class of frailty models. (English) Zbl 1426.62299
Summary: We elucidate the long-term behavior of failure rates for a broad class of frailty models in survival analysis. The class properly includes the proportional hazard frailty model, the additive frailty model, and the accelerated failure time frailty model. A complete asymptotic expansion is derived and compared with the corresponding result for the limiting behavior obtained by M. Finkelstein and V. Esaulova [Adv. Appl. Probab. 38, No. 1, 244–262 (2006; Zbl 1092.62108)]. Several examples are provided to facilitate the comparison and to illustrate both the applicability and the limitations of our approach.
Keywords:
mixture; proportional hazard model; additive hazard model; accelerated failure time model; frailty model; monotonicity; mixing distributions; asymptotic expansionCitations:
Zbl 1092.62108References:
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