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xiii | |
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xv | |
Preface |
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xvii | |
About the Author |
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xix | |
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I Basic Concepts in Survival Analysis |
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1 Introduction to Survival Analysis |
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3 | (16) |
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3 | (1) |
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1.2 Bone Marrow Transplantation (BMT) for Leukemia |
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4 | (1) |
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1.3 Remission Duration from a Clinical Trial for Acute Leukemia |
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5 | (2) |
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1.4 Times of Infection of Kidney Dialysis Patients |
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7 | (1) |
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1.5 Kidney Infection Data |
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8 | (1) |
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8 | (1) |
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1.7 Kidney Dialysis (HLA) Patients Data |
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8 | (2) |
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1.8 Diabetic Retinopathy Data |
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10 | (2) |
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12 | (1) |
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1.10 Definitions and Notations |
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13 | (3) |
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13 | (1) |
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1.10.2 Failure (or Hazard) Rate |
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13 | (3) |
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16 | (3) |
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1.11.1 Censored Type I Data |
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16 | (1) |
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1.11.2 Censored Type II Data |
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17 | (1) |
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1.11.3 Readout or Interval Censored Data |
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17 | (1) |
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1.11.4 Multicensored Data |
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17 | (1) |
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1.11.5 Separating out Failure Modes |
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18 | (1) |
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2 Some Parametric Methods |
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19 | (24) |
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19 | (1) |
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2.2 Exponential Distribution |
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20 | (1) |
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21 | (2) |
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2.4 Extreme Value Distributions |
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23 | (2) |
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25 | (1) |
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26 | (3) |
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29 | (1) |
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2.8 Maximum Likelihood Estimation |
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30 | (5) |
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2.9 Parametric Regression Models |
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35 | (8) |
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40 | (1) |
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41 | (2) |
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3 Nonparametric and Semiparametric Models |
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43 | (26) |
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3.1 Empirical Survival Function |
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43 | (1) |
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44 | (6) |
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3.2.1 Probability Plotting |
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44 | (3) |
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3.2.2 Hazard and Cumulative Hazard Plotting |
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47 | (1) |
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3.2.3 Exponential and Weibull Hazard Plots |
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48 | (2) |
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50 | (1) |
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3.4 Empirical Model Fitting: Distribution Free (Kaplan-Meier) Approach |
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51 | (8) |
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3.5 Comparison between Two Survival Functions |
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59 | (3) |
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3.6 Cox's Proportional Hazards Model |
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62 | (7) |
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II Univariate and Shared Frailty Models for Survival Data |
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69 | (134) |
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71 | (10) |
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71 | (2) |
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4.2 The Definition of Shared Frailty |
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73 | (1) |
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4.3 The Implications of Frailty |
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74 | (2) |
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4.4 The Conditional Parametrization |
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76 | (1) |
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4.5 The Marginal Parametrization |
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77 | (1) |
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4.6 Frailty as a Model for Omitted Covariates |
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78 | (1) |
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4.7 Frailty as a Model of Stochastic Hazard |
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78 | (1) |
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4.8 Identifiability of Frailty Models |
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79 | (2) |
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81 | (24) |
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81 | (1) |
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81 | (2) |
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5.3 Positive Stable Frailty |
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83 | (2) |
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5.4 Power Variance Function Frailty |
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85 | (1) |
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5.5 Compound Poisson Frailty |
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86 | (3) |
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5.6 Compound Poisson Distribution with Random Scale |
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89 | (3) |
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5.7 Frailty Models in Hierarchical Likelihood |
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92 | (2) |
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5.8 Frailty Models in Mixture Distributions |
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94 | (3) |
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5.8.1 Gamma Frailty in Weibull Mixture |
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95 | (1) |
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5.8.2 Positive Stable Frailty in Weibull Mixture |
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96 | (1) |
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5.8.3 PVF Frailty in Weibull Mixture |
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96 | (1) |
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5.9 Piecewise Gamma Frailty Model |
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97 | (8) |
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5.9.1 Frailty Models and Dependence Function |
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99 | (3) |
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5.9.2 Example: Epilepsy Data |
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102 | (3) |
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6 Estimation Methods for Shared Frailty Models |
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105 | (14) |
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105 | (1) |
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6.2 Inference for the Shared Frailty Model |
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106 | (2) |
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108 | (2) |
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6.4 The Gamma Frailty Model |
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110 | (1) |
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6.5 The Positive Stable Frailty Model |
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111 | (2) |
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6.6 The Lognormal Frailty Model |
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113 | (1) |
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6.6.1 Application to Seizure Data |
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113 | (1) |
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6.7 Modified EM (MEM) Algorithm for Gamma Frailty Models |
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114 | (2) |
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116 | (1) |
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117 | (2) |
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7 Analysis of Survival Data in Shared Frailty Models |
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119 | (18) |
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119 | (1) |
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7.2 Analysis for Bone Marrow Transplantation (BMT) Data |
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119 | (3) |
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7.3 Analysis for Acute Leukemia Data |
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122 | (3) |
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7.4 Analysis for HLA Data |
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125 | (4) |
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7.5 Analysis for Kidney Infection Data |
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129 | (2) |
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7.6 Analysis of Litters of Rats |
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131 | (2) |
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7.7 Analysis for Diabetic Retinopathy Data |
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133 | (4) |
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8 Tests of Hypotheses in Frailty Models |
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137 | (24) |
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137 | (1) |
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8.2 Tests for Gamma Frailty Based on Likelihood Ratio and Score Tests |
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138 | (5) |
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8.2.1 The Model and the Main Results |
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139 | (3) |
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8.2.2 Analysis of Diabetic Retinopathy |
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142 | (1) |
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8.3 Logrank Tests for Testing β = 0 |
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143 | (12) |
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8.3.1 Notations and Review |
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144 | (2) |
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8.3.2 Parametric Tests for Uncensored Samples |
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146 | (2) |
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8.3.3 Nonparametric Tests for Uncensored Samples |
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148 | (3) |
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8.3.4 Effect of Censoring |
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151 | (3) |
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8.3.5 Some Numerical Examples |
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154 | (1) |
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8.4 Test for Heterogeneity in Kidney Infection Data |
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155 | (6) |
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157 | (4) |
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9 Shared Frailty in Bivariate Exponential and Weibull Models |
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161 | (24) |
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161 | (1) |
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9.2 Bivariate Exponential Distributions |
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162 | (3) |
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9.2.1 Marshall-Olkin (M-0) |
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162 | (1) |
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163 | (1) |
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163 | (1) |
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9.2.4 Proschan-Sullo (P-S) |
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164 | (1) |
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9.3 Gamma Frailty in BVW Models |
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165 | (8) |
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9.3.1 Weibull Extension of BVE of Gumbel |
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165 | (4) |
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9.3.2 Weibull Extension of BVE of Marshall-Olkin |
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169 | (1) |
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9.3.3 Weibull Extension of BVE of Block-Basu |
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170 | (1) |
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9.3.4 Weibull Extension of BVE of Freund and Proschan-Sullo |
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171 | (2) |
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9.4 Positive Stable Frailty in BVW Models |
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173 | (3) |
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9.4.1 Weibull Extension of BVE of Gumbel |
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173 | (2) |
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9.4.2 Weibull Extension of BVE of Marshall-Olkin |
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175 | (1) |
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9.4.3 Weibull Extension of BVE of Block-Basu |
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175 | (1) |
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9.4.4 Weibull Extension of BVE of Freund and Proschan-Sullo |
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176 | (1) |
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9.5 Power Variance Function Frailty in BVW Models |
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176 | (2) |
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9.5.1 Weibull Extension of BVE Models |
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176 | (2) |
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9.6 Lognormal and Weibull Frailties in BVW Models |
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178 | (2) |
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9.6.1 Estimation of Parameters |
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178 | (2) |
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9.7 Compound Poisson Frailty in BVW Models |
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180 | (1) |
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9.8 Compound Poisson (with Random Scale) Frailty in BVW Models |
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180 | (1) |
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9.9 Estimation and Tests for Frailty under BVW Baseline |
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181 | (4) |
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10 Frailty Models Based on Levy Processes |
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185 | (18) |
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185 | (4) |
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10.1.1 Biological Interpretation of Failure Rate |
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186 | (1) |
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10.1.2 A Model for Random Failure Rate Processes |
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187 | (2) |
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10.2 Levy Processes and Subordinators |
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189 | (4) |
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10.2.1 Standard Compound Poisson Process |
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190 | (1) |
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10.2.2 Compound Poisson Process with General Jump Distribution |
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191 | (1) |
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191 | (1) |
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191 | (1) |
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191 | (1) |
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192 | (1) |
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10.3 Proportional Hazards Derived from Levy Processes |
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193 | (2) |
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10.3.1 Example 10.1: Gamma Process |
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193 | (1) |
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10.3.2 Example 10.2: Compound Poisson Process |
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194 | (1) |
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10.4 Other Frailty Process Constructions |
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195 | (1) |
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10.5 Hierarchical Levy Frailty Models |
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196 | (7) |
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10.5.1 Application to the Infant Mortality Data |
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200 | (3) |
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III Bivariate Frailty Models for Survival Data |
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203 | (78) |
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11 Bivariate Frailty Models and Estimation Methods |
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205 | (18) |
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205 | (1) |
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11.2 Bivariate Frailty Models and Laplace Transforms |
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206 | (1) |
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11.3 Proportional Hazard Model for Covariate Effects |
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207 | (1) |
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11.4 The Problem of Confounding |
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207 | (1) |
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11.5 A General Model of Covariate Dependence |
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208 | (2) |
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11.6 Pseudo-Frailty Model |
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210 | (1) |
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11.7 Likelihood Construction |
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211 | (1) |
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11.8 Semiparametric Representations |
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212 | (2) |
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11.9 Estimation Methods in Bivariate Frailty Models |
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214 | (9) |
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11.9.1 Two-Stage Estimation Method |
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214 | (1) |
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11.9.2 Basegroup Estimation Method |
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214 | (1) |
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11.9.3 Estimation Methods Based on the EM Algorithm |
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215 | (2) |
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11.9.4 Profile Estimation for Frailty Models |
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217 | (2) |
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11.9.5 Profile Estimation for Transformation Models |
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219 | (2) |
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221 | (2) |
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12 Correlated Frailty Models |
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223 | (20) |
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223 | (2) |
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12.2 Correlated Gamma Frailty Model |
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225 | (1) |
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12.3 Correlated Power Variance Function Frailty Model |
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225 | (1) |
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12.4 Genetic Analysis of Duration |
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226 | (7) |
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12.4.1 Correlation Coefficient |
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227 | (2) |
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12.4.2 Six Genetic Models of Frailty |
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229 | (1) |
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12.4.3 Danish Twins Survival Data |
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230 | (1) |
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12.4.4 Results: Genetics of Frailty and Longevity |
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231 | (2) |
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12.5 General Bivariate Frailty Model |
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233 | (5) |
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235 | (1) |
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236 | (1) |
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12.5.3 Estimation Strategies |
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237 | (1) |
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12.6 Correlated Compound Poisson Frailty for the Bivariate Survival Lifetimes |
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238 | (2) |
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240 | (3) |
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13 Additive Frailty Models |
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243 | (30) |
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243 | (2) |
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13.2 Modeling Multivariate Survival Data Using the Frailty Model |
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245 | (1) |
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13.3 Correlated Frailty Model |
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246 | (1) |
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13.4 Relations to Other Frailty Models |
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247 | (8) |
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13.4.1 Shared Frailty Model |
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248 | (1) |
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13.4.2 Over-Dispersion Model |
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248 | (1) |
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248 | (1) |
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249 | (1) |
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249 | (1) |
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250 | (1) |
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250 | (1) |
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251 | (4) |
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13.5 Additive Genetic Gamma Frailty |
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255 | (8) |
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255 | (1) |
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256 | (1) |
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257 | (2) |
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13.5.4 Application in Danish Adoptive Register Data |
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259 | (4) |
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13.6 Additive Genetic Gamma Frailty for Linkage Analysis of Diseases |
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263 | (10) |
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13.6.1 Genetic Frailties Defined by Multiple Unlinked Disease Loci |
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265 | (1) |
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13.6.2 Expected Genetic Frailties over the Inheritance Vectors |
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266 | (2) |
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13.6.3 Model for Age of Onset Data in a Family |
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268 | (1) |
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13.6.4 Conditional Hazards Ratio for Sib Pairs |
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268 | (2) |
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13.6.5 Estimation Methods and Test of Linkage |
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270 | (1) |
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13.6.6 Breast Cancer Data Example |
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270 | (3) |
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14 Identifiability of Bivariate Frailty Models |
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273 | (8) |
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273 | (2) |
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14.2 Identifiability of Bivariate Frailty Models |
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275 | (1) |
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14.3 Identifiability of Correlated Frailty Models |
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276 | (1) |
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14.4 Non-Identifiability of Frailty Models without Observed Covariates |
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277 | (2) |
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14.4.1 Bivariate Frailty Models with Infinite Mean |
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277 | (1) |
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14.4.2 Bivariate Frailty Models with Finite Mean |
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278 | (1) |
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279 | (2) |
Appendix |
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281 | (10) |
Bibliography |
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291 | (22) |
Index |
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313 | |