Institut for Matematik

Aarhus Universitets segl

A note on the sampling distribution of the maximum likelihood estimators in a competing exponential risks model

by M. Væth
Research Reports Number 19 ( 1976)
Format available: Not available online
Scand. Actuar. J. 2 (1977), 81-87
Revideret 08.03.2023
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Lars Madsen