We propose a generalized method of moments approach to the accelerated failure time model with correlated survival data. We study the semiparametric rank estimator using martingale-based moments. We ...
This paper studies large deviation properties of the generalised method of moments and generalized empirical likelihood estimators for moment restriction models. We consider two cases for the data ...
This paper performs a Monte Carlo study on efficient method of moments (EMM), generalized method of moments (GMM), quasi-maximum likelihood estimation (QMLE) and maximum likelihood estimation (MLE) ...