一种估计Clayton模型中关联参数的方法

A Method for Estimating the Association Parameter in the Clayton Model

  • 摘要: 在右删失情形下, 基于二元风险函数的核估计, 我们对Clayton模型中的关联参数给出了一种新的估计方法. 新的估计量具有相合性和渐近分布, 随机模拟也显示这种估计方法是非常有效的.

     

    Abstract: Based on the estimates of bivariate hazard functions, for right censored data, we give an estimator of association parameter in Clayton model in the paper. The consistency and asymptotic distribution are derived for the estimator. Simulation studies show that this procedure is effective.

     

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