Journal Article

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

Böhnstedt, M., Gampe, J.
Statistics and Probability Letters, 68–73 (2019)

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.

The Max Planck Institute for Demographic Research (MPIDR) in Rostock is one of the leading demographic research centers in the world. It's part of the Max Planck Society, the internationally renowned German research society.