Detecting mortality deceleration: Likelihood inference and model selection in the gamma-Gompertz model

Marie Böhnstedt and Jutta Gampe

Statistics & Probability Letters, 2019, vol. 150, issue C, 68-73

Abstract: We study the asymptotic properties of the maximum likelihood estimator and the likelihood ratio test in the gamma-Gompertz model for local alternatives. We also show that the standard AIC is biased in this model due to the boundary parameter.

Keywords: Gamma-Gompertz model; Likelihood asymptotics; Boundary parameter; AIC; Local alternatives (search for similar items in EconPapers)
Date: 2019
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Citations: View citations in EconPapers (4)

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DOI: 10.1016/j.spl.2019.02.013

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