On scale Fisher consistency of maximum likelihood estimator for the exponential regression model under arbitrary frailty

Tadeusz Bednarski and Magdalena Skolimowska-Kulig

Statistics & Probability Letters, 2019, vol. 150, issue C, 9-12

Abstract: It is demonstrated that the mle for the exponential regression model is Fisher consistent up to a scale factor under arbitrary frailty, a large class of cumulated hazards and normal regressors. Comparative simulations show good properties of the estimator.

Keywords: Frailty models; Maximum likelihood estimation; Fisher consistency; Scale consistency (search for similar items in EconPapers)
Date: 2019
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DOI: 10.1016/j.spl.2019.02.002

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