๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Estimation in Semiparametric Marginal Shared Gamma Frailty Models

โœ Scribed by Hien T.V. Vu; Matthew W. Knuiman


Book ID
108521612
Publisher
John Wiley and Sons
Year
2002
Tongue
English
Weight
179 KB
Volume
44
Category
Article
ISSN
1369-1473

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


One-sided tests in shared frailty models
โœ Gerda Claeskens; Rosemary Nguti; Paul Janssen ๐Ÿ“‚ Article ๐Ÿ“… 2007 ๐Ÿ› CrossRef test prefix ๐ŸŒ English โš– 368 KB
Semiparametric estimation in copula mode
โœ Hideatsu Tsukahara ๐Ÿ“‚ Article ๐Ÿ“… 2005 ๐Ÿ› John Wiley and Sons ๐ŸŒ French โš– 931 KB

The author recalls the limiting behaviour of the empirical copula process and applies it to prove some asymptotic properties of a minimum distance estimator for a Euclidean parameter in a copula model. The estimator in question is semiparametric in that no knowledge of the marginal distributions is