| Literature DB >> 10851839 |
Abstract
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 Shih and Louis (1995) and Genest, Ghoudi and Rivest (1995) to allow the marginal hazard for failure times to follow a stratified Cox (1972) model. The method is computationally simple and under mild regularity conditions produces a consistent, asymptotically normal estimator.Mesh:
Year: 2000 PMID: 10851839 DOI: 10.1023/a:1009664011060
Source DB: PubMed Journal: Lifetime Data Anal ISSN: 1380-7870 Impact factor: 1.588