期刊名称:Brazilian Journal of Probability and Statistics
印刷版ISSN:0103-0752
出版年度:2001
卷号:15
期号:2
页码:121-134
出版社:Brazilian Statistical Association
摘要:Nielsen, G.G.; Gill, R.D.; Andersen, P.K.; Sorensen, T.I.A. (1992) propose aconsistent and asymptotically normal estimator for the variance of the frailtydistribution under gamma assumption. A simulation study shows that this esti-mator is asymptotically biased for log-normal and absolute value of normal frailtydistributions