On the joint asymptotic behavior of two rank-based estimators of the association parameter in the gamma frailty model

DOI10.1016/j.spl.2005.03.016zbMath1085.62111MaRDI QIDQ2489785

Jean-François Quessy, Christian Genest, Bruno Rémillard

Publication date: 28 April 2006

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2005.03.016

zbMATH Keywords

Clayton model; Copula; Concordance; Gamma frailty

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62N02: Estimation in survival analysis and censored data

Related Items

Estimating Survival and Association in a Semicompeting Risks Model, Comparison of three semiparametric methods for estimating dependence parameters in copula models, Likelihood ratio procedures and tests of fit in parametric and semiparametric copula models with censored data, On the construction of nested Archimedean copulas for \(d\)-monotone generators, Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation, Local Power Analyses of Goodness‐of‐fit Tests for Copulas, Copulas with Truncation-Invariance Property

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