A two-stage estimator of the dependence parameter for the Clayton-Oakes model (Q1570394)

This paper describes the properties of a two-stage estimator of the dependence parameter in the Clayton-Oakes multivariate failure time model. The parameter is estimated from a likelihood function in which the marginal hazard functions are replaced by estimates. The method extends the approach of \textit{J.H. Shih} and \textit{T.A. Louis} [ibid. 1, 205--220 (1995; Zbl 0836.62097); Biometrics 51, 1384--1399 (1995; Zbl 0869.62083)] and \textit{C. Genest}, \textit{K. Ghoudi} and \textit{L.-P. Rivest} [Biometrika 82, 543--552 (1995; Zbl 0831.62030)] to allow the marginal hazard for failure times to follow a stratified \textit{D.R. Cox} model [see J. R. Stat. Soc., Ser. B 34, 187--220 (1972; Zbl 0243.62041)]. The method is computationally simple and under mild regularity conditions produces a consistent, asymptotically normal estimator.