In a large class of hazard models with proportional unobserved heterogeneity, the distribution of the heterogeneity among survivors converges to a gamma distribution. This convergence is often rapid. We derive this result as a general result for exponential mixtures and explore its implications...

In survival analysis, the proportional hazard model (PHM) was introduced by Cox (1972) in order to estimate the effects of different covariates influencing the times-to-event data. The PHM has been used extensively in biomedicine, reliability engineering and, recently, interest in its...

Ridder and Woutersen (2003) have shown that under a weak condition on the baseline hazard there exist root-N consistent estimators of the parameters in a semiparametric Mixed Proportional Hazard model with a parametric baseline hazard and unspecified distribution of the unobserved heterogeneity....