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A family of cumulative hazard functions and their frailty connections

Author

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  • Anaya-Izquierdo, Karim
  • Jones, M.C.
  • Davis, Alice

Abstract

We consider a novel family of cumulative hazard functions (CHFs) controlled by a single shape parameter, which corresponds to proportionality on a certain scale, in such a way that the family is closed under inversion of the CHF and under frailty mixing using an appropriate mixing distribution. The latter leads to natural shared frailty models in the bivariate case. We also suggest how best to incorporate a second, complementary, shape parameter in order to obtain especially useful parametric models for survival and reliability analysis.

Suggested Citation

  • Anaya-Izquierdo, Karim & Jones, M.C. & Davis, Alice, 2021. "A family of cumulative hazard functions and their frailty connections," Statistics & Probability Letters, Elsevier, vol. 172(C).
    • Handle: RePEc:eee:stapro:v:172:y:2021:i:c:s0167715221000213
    DOI: 10.1016/j.spl.2021.109059
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    References listed on IDEAS

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    1. Kevin Burke & M. C. Jones & Angela Noufaily, 2020. "A flexible parametric modelling framework for survival analysis," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 69(2), pages 429-457, April.
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