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Inference for Shared-Frailty Survival Models with Left-Truncated Data
stata duration analysis left-truncation likelihood function dynamic selection hazard rate unobserved heterogeneity twin data
2012/10/23
Shared-frailty survival models specify that systematic unobserved determinants of duration outcomes are identical within groups of individuals. We consider random-effects likelihood-based statistical ...
Asymptotic normality of Hill Estimator for truncated data
heavy tails truncation second order regular variation
2010/12/9
The problem of estimating the tail index from truncated data is addressed in Chakrabarty and Samorodnitsky (2009). In that paper, a sample based (and hence random) choice of k is uggested,and it is sh...