Generalized inverse-Gaussian frailty models with application to TARGET neuroblastoma data

@article{Piancastelli2020GeneralizedIF,
  title={Generalized inverse-Gaussian frailty models with application to TARGET neuroblastoma data},
  author={Luiza Sette C{\^a}mara Piancastelli and Wagner Barreto‐Souza and Vin{\'i}cius Diniz Mayrink},
  journal={Annals of the Institute of Statistical Mathematics},
  year={2020}
}
A new class of survival frailty models based on the Generalized Inverse-Gaussian (GIG) distributions is proposed. We show that the GIG frailty models are flexible and mathematically convenient like the popular gamma frailty model. Furthermore, our proposed class is robust and does not present some computational issues experienced by the gamma model. By assuming a piecewise-exponential baseline hazard function, which gives a semiparametric flavour for our frailty class, we propose an EM… 
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