A note on the sampling distribution of the maximum likelihood estimators in a competing exponential risks model

DOI10.1080/03461238.1977.10405629zbMATH Open0382.62088OpenAlexW2006371858MaRDI QIDQ4160293FDOQ4160293

Michael Væth

Publication date: 1977

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1977.10405629

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• Title not available (Why is that?)
• Normal likelihoods and their relation to large sample theory of estimation
• The Sampling Distribution of an Estimator Arising in Connection with the Truncated Exponential Distribution

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