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Estimation of the cumulative baseline hazard function for dependently right-censored failure time data

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  • Antai Wang
  • Xieyang Jia
  • Zhezhen Jin

Abstract

In this paper, we study the properties of a special class of frailty models when the frailty is common to several failure times. The models are closely linked to Archimedean copula models. We establish a useful formula for cumulative baseline hazard functions and develop a new estimator for cumulative baseline hazard functions in bivariate frailty regression models. Based on our proposed estimator, we present a graphical model checking procedure. We fit a leukemia data set using our model and end our paper with some discussions.

Suggested Citation

  • Antai Wang & Xieyang Jia & Zhezhen Jin, 2021. "Estimation of the cumulative baseline hazard function for dependently right-censored failure time data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 48(8), pages 1416-1428, June.
    • Handle: RePEc:taf:japsta:v:48:y:2021:i:8:p:1416-1428
    DOI: 10.1080/02664763.2020.1795818
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