Frailty模型中累积风险估计的渐近性质

Asymoptotic properties of the cumulative hazard estimator in frailty model.

本文提出了 Frailty 模型下累积风险的央估计,并用央中心极限定理证明了此估计具有渐近正态性。所给估计具有显式表达式,比起已有的由 EM 算法给出的估计来,具有计算量少的优点。

We propose a martingale estimator for the Cumulative hazard under the frailty model assump tion.The asymptotic properties of the estimator is obtained ty the martingale central limit theorem.Comparing with the existing estimator obtained ty the EM-algorithm,our estimator has the virtues of reguiring less Computation and having an explicit expression.