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