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

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  • Böhnstedt, Marie
  • Gampe, Jutta

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.

Suggested Citation

  • Böhnstedt, Marie & Gampe, Jutta, 2019. "Detecting mortality deceleration: Likelihood inference and model selection in the gamma-Gompertz model," Statistics & Probability Letters, Elsevier, vol. 150(C), pages 68-73.
    • Handle: RePEc:eee:stapro:v:150:y:2019:i:c:p:68-73
    DOI: 10.1016/j.spl.2019.02.013
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    References listed on IDEAS

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    1. Jaap H. Abbring & Gerard J. Van Den Berg, 2007. "The unobserved heterogeneity distribution in duration analysis," Biometrika, Biometrika Trust, vol. 94(1), pages 87-99.
    2. James Vaupel & Kenneth Manton & Eric Stallard, 1979. "The impact of heterogeneity in individual frailty on the dynamics of mortality," Demography, Springer;Population Association of America (PAA), vol. 16(3), pages 439-454, August.
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    Cited by:

    1. Castellares, Fredy & Patrício, Silvio C. & Lemonte, Artur J., 2020. "On gamma-Gompertz life expectancy," Statistics & Probability Letters, Elsevier, vol. 165(C).
    2. Marie Böhnstedt & Jutta Gampe & Hein Putter, 2021. "Information measures and design issues in the study of mortality deceleration: findings for the gamma-Gompertz model," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 27(3), pages 333-356, July.
    3. Linh Hoang Khanh Dang & Carlo Giovanni Camarda & France Meslé & Nadine Ouellette & Jean-Marie Robine & Jacques Vallin, 2023. "The question of the human mortality plateau: Contrasting insights by longevity pioneers," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 48(11), pages 321-338.
    4. Castellares, Fredy & Patrício, Silvio C. & Lemonte, Artur J. & Queiroz, Bernardo L., 2020. "On closed-form expressions to Gompertz–Makeham life expectancy," Theoretical Population Biology, Elsevier, vol. 134(C), pages 53-60.

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