This paper proposes, for the first time, the use of an asymmetric positive and heavy-tailed distribution in a cure rate model context. In particular, it introduces a cure-rate survival model by assuming that the time-to-event of interest follows a slash half-normal distribution and that the number of competing causes of the event of interest follows a power series distribution, which defines six new cure rate models. Several properties of the model are derived and an alternative expression for the cumulative distribution function of the model is presented, which is very useful for the computational implementation of the model. A procedure based on the expectation–maximization algorithm is proposed for the parameter estimation. Two simulation studies are performed to assess some properties of the estimators, showing the good performance of the proposed estimators in finite samples. Finally, an application to a bone marrow transplant data set is presented.
Keywords: half-normal distribution; kurtosis; power series; blood and marrow transplantation
MSC: 62F10; 62N02
