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Journal Article

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

Böhnstedt, M., Gampe, J.

Statistics and Probability Letters, 150, 68-73 (2019)

DOI:10.1016/j.spl.2019.02.013

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.

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