Multivariate survival analysis with positive stable frailties

In this paper, we describe Bayesian modeling of dependent multivariate surv ival data using positive stable frailty distributions. A flexible baseline hazard formulation using a piecewise exponential model with a correlated pr ior process is used. The estimation of the stable law parameter together wi th the parameters of the (conditional) proportional hazards model is facili tated by a modified Gibbs sampling procedure. The methodology is illustrate d on kidney infection data (McGilchrist and Aisbett, 1991).