Group for Research in Decision Analysis

G-2005-21

On the Joint Asymptotic Behavior of Two Rank-Based Estimators of the Association Parameter in the Gamma Frailty Model

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Rank-based estimators were proposed by Clayton (1978) and Oakes (1982) for the association parameter in the bivariate gamma frailty model. The joint asymptotic behavior of these estimators is considered here, following a different approach from that used by Oakes (1982, 1986). This leads to a correction of the formula given by Shih (1998) for the limiting covariance between the two estimators.

, 11 pages