G-2005-21
On the Joint Asymptotic Behavior of Two Rank-Based Estimators of the Association Parameter in the Gamma Frailty Model
, et
référence BibTeXRank-based estimators were proposed by Clayton (1978) and Oakes (1982) for the association parameter in the bivariate gamma frailty model. The joint asymptotic behavior of these estimators is considered here, following a different approach from that used by Oakes (1982, 1986). This leads to a correction of the formula given by Shih (1998) for the limiting covariance between the two estimators.
Paru en février 2005 , 11 pages
Axe de recherche
Publication
      
        jan. 2006
      
  
  
              On the joint asymptotic behavior of two rank-based estimators of the association parameter in the gamma frailty model 
    
    ,  et 
    
      Statistics and Probability Letters, 76(1), 10–18, 2006
      
        
        référence BibTeX