On a convergent stochastic estimation algorithm for frailty models
type: Item
instance of: scholarly article
title: On a convergent stochastic estimation algorithm for frailty models
zbMATH Open document ID: 1322.62249
author: Estelle Kuhn
author: Charles El-Nouty
published in: Statistics and Computing
publication date: 2015-10-16T00:00:00Z
Mathematics Subject Classification ID: 62N02
Mathematics Subject Classification ID: 62N05
Mathematics Subject Classification ID: 62L10
Mathematics Subject Classification ID: 65C60
Mathematics Subject Classification ID: 62P10
zbMATH DE Number: 6495072
zbMATH Keywords: frailty model
zbMATH Keywords: random effect
zbMATH Keywords: maximum likelihood estimate
zbMATH Keywords: SAEM-MCMC algorithm
zbMATH Keywords: bladder cancer
MaRDI profile type: Publication
full work available at URL: s11222-012-9319-7
OpenAlex ID: W2120830709
cites work: Comparison of different estimation procedures for proportional hazards model with random effects
cites work: Construction of Bayesian deformable models via a stochastic approximation algorithm: a convergence study
cites work: Estimation of Variance in Cox's Regression Model with Shared Gamma Frailties
cites work: Q3780804
cites work: Multivariate Generalizations of the Proportional Hazards Model
cites work: Convergence of a stochastic approximation version of the EM algorithm
cites work: Q4139463
cites work: The frailty model.
cites work: Convergence of the Monte Carlo expectation maximization for curved exponential families.
cites work: Spline-Based Tests in Survival Analysis
cites work: Tests for Variation Over Groups in Survival Data
cites work: Semiparametric and nonparametric methods in econometrics
cites work: Analysis of multivariate survival data
cites work: Coupling a stochastic approximation version of EM with an MCMC procedure
cites work: Maximum likelihood estimation in nonlinear mixed effects models
cites work: Validation of prognostic indices using the frailty model
cites work: Q3949804
cites work: Asymptotic theory for the frailty model
cites work: Q4012692
cites work: Asymptotic theory for the correlated gamma-frailty model
cites work: Maximum likelihood inference for multivariate frailty models using an automated Monte Carlo EM algorithm
cites work: Maximum penalized likelihood estimation in a Gamma-frailty model
cites work: Modeling survival data: extending the Cox model
cites work: Q3378793
cites work: On the convergence properties of the EM algorithm
DOI: 10.1007/S11222-012-9319-7
description: scientific article; zbMATH DE number 6495072