Bjarnason H, Hougaard P
Laboratory of Actuarial Mathematics, University of Copenhagen.
Lifetime Data Anal. 2000 Mar;6(1):59-71. doi: 10.1023/a:1009614001583.
The asymptotic properties of frailty models for multivariate survival data are not well understood. To study this aspect, the Fisher information is derived in the standard bivariate gamma frailty model, where the survival distribution is of Weibull form conditional on the frailty. For comparison, the Fisher information is also derived in the bivariate gamma frailty model, where the marginal distribution is of Weibull form.
多元生存数据的脆弱性模型的渐近性质尚未得到很好的理解。为了研究这一方面，在标准双变量伽马脆弱性模型中推导了费希尔信息，其中生存分布在脆弱性条件下呈威布尔形式。为了进行比较，在边际分布呈威布尔形式的双变量伽马脆弱性模型中也推导了费希尔信息。
