Polyhazard models for lifetime data

We propose a polyhazard model to deal with lifetime data associated with latent competing risks. The causes of failure are assumed unobserved and affecting individuals independently. The general framework allows a broad class of hazard models that includes the most common hazard-based models. The model accommodates bathtub and multimodal hazards, keeping enough flexibility for common lifetime data that cannot be accommodated by usual hazard-based models. Maximum likelihood estimation is discussed, and parametric simulation is used for hypothesis testing.