IDEAS home Printed from https://ideas.repec.org/a/spr/stpapr/v60y2019i1d10.1007_s00362-016-0826-z.html
   My bibliography  Save this article

Stochastic properties of a weighted frailty model

Author

Listed:
  • J. Jarrahiferiz

    (Islamic Azad University)

  • M. Kayid

    (Suez University
    King Saud University)

  • S. Izadkhah

    (Ferdowsi University of Mashhad)

Abstract

This paper is intended to consider a weighted proportional hazards model and the arising mixture model from it which is called weighted frailty model and study some properties in the context of reliability theory. It is shown that the frailty random variable and the population level variable are negatively likelihood ratio dependent. Closure properties of the model with respect to some stochastic orders and some aging classes of life distributions are investigated. Finally, preservation of some stochastic orders under the structure of the model is studied. Various illustrative examples are also given.

Suggested Citation

  • J. Jarrahiferiz & M. Kayid & S. Izadkhah, 2019. "Stochastic properties of a weighted frailty model," Statistical Papers, Springer, vol. 60(1), pages 53-72, February.
    • Handle: RePEc:spr:stpapr:v:60:y:2019:i:1:d:10.1007_s00362-016-0826-z
    DOI: 10.1007/s00362-016-0826-z
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s00362-016-0826-z
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.
    File URL: https://libkey.io/10.1007/s00362-016-0826-z?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Blazej, Pawel, 2008. "Preservation of classes of life distributions under weighting with a general weight function," Statistics & Probability Letters, Elsevier, vol. 78(17), pages 3056-3061, December.
    2. Shaked, Moshe & George Shanthikumar, J., 1995. "Hazard rate ordering of k-out-of-n systems," Statistics & Probability Letters, Elsevier, vol. 23(1), pages 1-8, April.
    3. Cha, Ji Hwan & Finkelstein, Maxim, 2013. "The failure rate dynamics in heterogeneous populations," Reliability Engineering and System Safety, Elsevier, vol. 112(C), pages 120-128.
    4. Xiaohu Li & Gaofeng Da & Peng Zhao, 2012. "Competing Between Two Groups of Individuals Following Frailty Models," Methodology and Computing in Applied Probability, Springer, vol. 14(4), pages 1033-1051, December.
    5. Guillaume Horny, 2009. "Inference in mixed proportional hazard models with K random effects," Statistical Papers, Springer, vol. 50(3), pages 481-499, June.
    6. Nanda, Asok K. & Bhattacharjee, Subarna & Alam, S.S., 2007. "Properties of aging intensity function," Statistics & Probability Letters, Elsevier, vol. 77(4), pages 365-373, February.
    7. Cha, Ji Hwan & Finkelstein, Maxim, 2014. "Some notes on unobserved parameters (frailties) in reliability modeling," Reliability Engineering and System Safety, Elsevier, vol. 123(C), pages 99-103.
    8. James Vaupel & Kenneth Manton & Eric Stallard, 1979. "The impact of heterogeneity in individual frailty on the dynamics of mortality," Demography, Springer;Population Association of America (PAA), vol. 16(3), pages 439-454, August.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Francisco Germán Badía & Hyunju Lee, 2020. "On stochastic comparisons and ageing properties of multivariate proportional hazard rate mixtures," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 83(3), pages 355-375, April.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. M. Kayid & S. Izadkhah & Ming J. Zuo, 2017. "Some results on the relative ordering of two frailty models," Statistical Papers, Springer, vol. 58(2), pages 287-301, June.
    2. Asfaw, Zeytu Gashaw & Lindqvist, Bo Henry, 2015. "Unobserved heterogeneity in the power law nonhomogeneous Poisson process," Reliability Engineering and System Safety, Elsevier, vol. 134(C), pages 59-65.
    3. Cha, Ji Hwan & Finkelstein, Maxim, 2014. "Some notes on unobserved parameters (frailties) in reliability modeling," Reliability Engineering and System Safety, Elsevier, vol. 123(C), pages 99-103.
    4. Ramesh Gupta, 2016. "Properties of additive frailty model in survival analysis," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 79(1), pages 1-17, January.
    5. Rezgar Zaki & Abbas Barabadi & Javad Barabady & Ali Nouri Qarahasanlou, 2022. "Observed and unobserved heterogeneity in failure data analysis," Journal of Risk and Reliability, , vol. 236(1), pages 194-207, February.
    6. Zeynab Allahkarami & Ahmad Reza Sayadi & Behzad Ghodrati, 2021. "Identifying the mixed effects of unobserved and observed risk factors on the reliability of mining hauling system," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 12(2), pages 281-289, April.
    7. Slimacek, Vaclav & Lindqvist, Bo Henry, 2016. "Nonhomogeneous Poisson process with nonparametric frailty," Reliability Engineering and System Safety, Elsevier, vol. 149(C), pages 14-23.
    8. Hal Caswell, 2014. "A matrix approach to the statistics of longevity in heterogeneous frailty models," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 31(19), pages 553-592.
    9. Rezgar Zaki & Abbas Barabadi & Ali Nouri Qarahasanlou & A. H. S. Garmabaki, 2019. "A mixture frailty model for maintainability analysis of mechanical components: a case study," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 10(6), pages 1646-1653, December.
    10. Bagdonavicius, Vilijandas & Nikulin, Mikhail, 2000. "On goodness-of-fit for the linear transformation and frailty models," Statistics & Probability Letters, Elsevier, vol. 47(2), pages 177-188, April.
    11. Yahia Salhi & Pierre-Emmanuel Thérond, 2016. "Age-Specific Adjustment of Graduated Mortality," Working Papers hal-01391285, HAL.
    12. Feehan, Dennis & Wrigley-Field, Elizabeth, 2020. "How do populations aggregate?," SocArXiv 2fkw3, Center for Open Science.
    13. M. K. Lintu & Asha Kamath, 2022. "Performance of recurrent event models on defect proneness data," Annals of Operations Research, Springer, vol. 315(2), pages 2209-2218, August.
    14. Il Do Ha & Maengseok Noh & Youngjo Lee, 2010. "Bias Reduction of Likelihood Estimators in Semiparametric Frailty Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 37(2), pages 307-320, June.
    15. Andreas Wienke & Anne M. Herskind & Kaare Christensen & Axel Skytthe & Anatoli I. Yashin, 2002. "The influence of smoking and BMI on heritability in susceptibility to coronary heart disease," MPIDR Working Papers WP-2002-003, Max Planck Institute for Demographic Research, Rostock, Germany.
    16. Filipe Costa Souza & Wilton Bernardino & Silvio C. Patricio, 2024. "How life-table right-censoring affected the Brazilian social security factor: an application of the gamma-Gompertz-Makeham model," Journal of Population Research, Springer, vol. 41(3), pages 1-38, September.
    17. Svetlana V. Ukraintseva & Anatoli I. Yashin, 2005. "Economic progress as cancer risk factor. I: Puzzling facts of cancer epidemiology," MPIDR Working Papers WP-2005-021, Max Planck Institute for Demographic Research, Rostock, Germany.
    18. Silke van Daalen & Hal Caswell, 2015. "Lifetime reproduction and the second demographic transition: Stochasticity and individual variation," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 33(20), pages 561-588.
    19. K. Motarjem & M. Mohammadzadeh & A. Abyar, 2020. "Geostatistical survival model with Gaussian random effect," Statistical Papers, Springer, vol. 61(1), pages 85-107, February.
    20. Schultz, T. Paul, 2010. "Population and Health Policies," Handbook of Development Economics, in: Dani Rodrik & Mark Rosenzweig (ed.), Handbook of Development Economics, edition 1, volume 5, chapter 0, pages 4785-4881, Elsevier.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:stpapr:v:60:y:2019:i:1:d:10.1007_s00362-016-0826-z. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.