REBayes: An R Package for Empirical Bayes Mixture Methods

Models of unobserved heterogeneity, or frailty as it is commonly known in survival analysis, can often be formulated as semiparametric mixture models and estimated by maximum likelihood as proposed by Robbins (1950) and elaborated by Kiefer and Wolfowitz (1956). Recent developments in convex optimiz...

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Bibliographic Details
Main Authors: Roger Koenker, Jiaying Gu
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2017-12-01
Series:Journal of Statistical Software
Subjects:
Online Access:https://www.jstatsoft.org/index.php/jss/article/view/2534