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. 2000 Jun;6(2):141-56.
doi: 10.1023/a:1009664011060.

A two-stage estimator of the dependence parameter for the Clayton-Oakes model

D V Glidden  1
Affiliations

A two-stage estimator of the dependence parameter for the Clayton-Oakes model

D V Glidden. Lifetime Data Anal. 2000 Jun.

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.

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