Negative dependence in frailty models

Maochao Xu, Xiaohu Li

Research output: Contribution to journalArticlepeer-review

30 Scopus citations

Abstract

This note investigates the negative dependence in frailty models. First, we show that the frailty variable and the overall population variable are negatively likelihood ratio dependent and derive an upper bound for the survival function of the population with higher frailty. Secondly, we prove that the DFR property and the logconvex hazard rate of the baseline variable imply the DLR property of the population variable. Finally, we further prove that the likelihood ratio order, hazard rate order and reversed hazard rate order between two frailty variables imply the likelihood ratio order, reversed hazard rate order, and hazard rate order between the corresponding overall population variables, respectively.

Original languageEnglish
Pages (from-to)1433-1441
Number of pages9
JournalJournal of Statistical Planning and Inference
Volume138
Issue number5
DOIs
StatePublished - 1 May 2008

Keywords

  • DFR
  • DLR
  • Hazard rate order
  • Likelihood ratio order
  • NBU(2)
  • Negatively likelihood ratio dependent
  • Reversed hazard rate order
  • Reversely regular of order 2

Fingerprint

Dive into the research topics of 'Negative dependence in frailty models'. Together they form a unique fingerprint.

Cite this