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A semiparametric additive rate model for a modulated renewal process

文献类型：期刊论文

作者Chen, Xin1; Ding, Jieli2; Sun, Liuquan1
刊名LIFETIME DATA ANALYSIS
出版日期2018-10-01
卷号24期号:4页码:675-698
关键词Additive rate model Block bootstrap Estimating equation Mixing condition Modulated renewal process Recurrent event data
ISSN号1380-7870
DOI10.1007/s10985-017-9413-4
英文摘要Recurrent event data from a long single realization are widely encountered in point process applications. Modeling and analyzing such data are different from those for independent and identical short sequences, and the development of statistical methods requires careful consideration of the underlying dependence structure of the long single sequence. In this paper, we propose a semiparametric additive rate model for a modulated renewal process, and develop an estimating equation approach for the model parameters. The asymptotic properties of the resulting estimators are established by applying the limit theory for stationary mixing sequences. A block-based bootstrap procedure is presented for the variance estimation. Simulation studies are conducted to assess the finite-sample performance of the proposed estimators. An application to a data set from a cardiovascular mortality study is provided.
资助项目National Natural Science Foundation of China[11771431] ; National Natural Science Foundation of China[11690015] ; National Natural Science Foundation of China[11671310] ; Key Laboratory of RCSDS, CAS[2008DP173182]
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000452912700011
出版者SPRINGER
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/31896]  
专题应用数学研究所
通讯作者Sun, Liuquan
作者单位1.Chinese Acad Sci, Acad Math & Syst Sci, Inst Appl Math, Beijing 100190, Peoples R China
2.Wuhan Univ, Sch Math & Stat, Wuhan 430072, Hubei, Peoples R China
推荐引用方式
GB/T 7714		 Chen, Xin,Ding, Jieli,Sun, Liuquan. A semiparametric additive rate model for a modulated renewal process[J]. LIFETIME DATA ANALYSIS,2018,24(4):675-698.
APA Chen, Xin,Ding, Jieli,&Sun, Liuquan.(2018).A semiparametric additive rate model for a modulated renewal process.LIFETIME DATA ANALYSIS,24(4),675-698.
MLA Chen, Xin,et al."A semiparametric additive rate model for a modulated renewal process".LIFETIME DATA ANALYSIS 24.4(2018):675-698.

入库方式： OAI收割

来源：数学与系统科学研究院

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