A semiparametric additive rate model for a modulated renewal process

doi:10.1007/s10985-017-9413-4

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	A semiparametric additive rate model for a modulated renewal process
	Chen, Xin 1; Ding, Jieli 2; Sun, Liuquan1
	2018-10-01
发表期刊	LIFETIME DATA ANALYSIS
ISSN	1380-7870
卷号	24 期号:4 页码:675-698
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.
关键词	Additive rate model Block bootstrap Estimating equation Mixing condition Modulated renewal process Recurrent event data
DOI	10.1007/s10985-017-9413-4
语种	英语
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
WOS类目	Mathematics, Interdisciplinary Applications ; Statistics & Probability
WOS记录号	WOS:000452912700011
出版者	SPRINGER
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/31897
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.