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Shared Frailty Model for Recurrent Event Competing Risks Data Using Averaged Counting Process Approach

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Abstract

In this paper, we present a shared frailty model for gap time distributions of recurrent event data with competing risks based on weighted risk-set method. The parameters of the model are estimated using the EM algorithm. A simulation study is carried out to assess the performance of the proposed estimators. An application of proposed model is illustrated using a real life data set.

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Acknowledgements

The authors are grateful to the referees and editor for their constructive comments. The second author thanks INSPIRE, the Department of Science and Technology, Government of India for providing financial support.

Funding

The first author thanks KSCSTE, the Government of Kerala for providing financial support. The second author thanks INSPIRE, the Department of Science and Technology, Government of India for providing financial support. The corresponding DST INSPIRE registration number IF160801.

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Correspondence to P. G. Sankaran.

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Sankaran, P.G., Sisuma, M.S. Shared Frailty Model for Recurrent Event Competing Risks Data Using Averaged Counting Process Approach. J Indian Soc Probab Stat 23, 227–239 (2022). https://doi.org/10.1007/s41096-022-00124-7

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