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A semiparametric additive rate model for a modulated renewal process
Chen, Xin1; Ding, Jieli2; Sun, Liuquan1
2018-10-01
Source PublicationLIFETIME DATA ANALYSIS
ISSN1380-7870
Volume24Issue:4Pages:675-698
AbstractRecurrent 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.
KeywordAdditive rate model Block bootstrap Estimating equation Mixing condition Modulated renewal process Recurrent event data
DOI10.1007/s10985-017-9413-4
Language英语
Funding ProjectNational 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 Research AreaMathematics
WOS SubjectMathematics, Interdisciplinary Applications ; Statistics & Probability
WOS IDWOS:000452912700011
PublisherSPRINGER
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Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/31897
Collection应用数学研究所
Affiliation1.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
Recommended Citation
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.
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