Asymptotic theory for the correlated gamma-frailty model
Asymptotic theory for the correlated gamma-frailty model
The frailty model is a generalization of Cox's proportional hazard model, where a shared unobserved quantity in the intensity induces a positive correlation among the survival times. Murphy showed consistency and asymptotic normality of the nonparametric maximum likelihood estimator (NPMLE) for the shared gamma-frailty model without covariates. In this paper …