On scale Fisher consistency of maximum likelihood estimator for the exponential regression model under arbitrary frailty

DOI10.1016/j.spl.2019.02.002zbMath1459.62184OpenAlexW2916391175WikidataQ115566834 ScholiaQ115566834MaRDI QIDQ2322593

Tadeusz Bednarski, Magdalena Skolimowska-Kulig

Publication date: 5 September 2019

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

Full work available at URL: https://doi.org/10.1016/j.spl.2019.02.002

zbMATH Keywords

frailty modelsFisher consistencymaximum likelihood estimation (MLE)scale consistency

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in survival analysis and censored data (62N02)

Related Items (1)

Scaled Fisher consistency of partial likelihood estimator in the Cox model with arbitrary frailty

Uses Software

• invGauss

Cites Work

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• Survival and event history analysis. A process point of view
• The frailty model.
• Sufficient Conditions for the Consistency of Maximum Likelihood Estimation Despite Misspecification of Distribution in Multinomial Discrete Choice Models
• Consistent Estimation of Scaled Coefficients
• Maximum Weighted Partial Likelihood Estimators for the Cox Model

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