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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...
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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...
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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....
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