Consistent semiparametric estimators for recurrent event times models with application to virtual age models

DOI10.3150/19-BEJ1140MaRDI QIDQ2278672zbMATH OpenOpenAlexFDO

Authors Laurent Bordes, Laurent Doyen, Eric Beutner

Publication date 5 December 2019

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.bj/1574758838

zbMATH Keywords

effective age processrecurrent event datasemiparametric inferencesmoothed profile likelihoodvirtual age process

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Reliability and life testing (62N05) Applications of statistics in engineering and industry; control charts (62P30)

Review text

This paper is a study on virtual age models. The authors propose the class of this models and a general method of estimation based on the likelihood function. They give general conditions for the consistency property. They also show that the general conditions are fulfilled for a large class of semiparametric models with very few assumptions on the model parameters. Their approach shows that empirical process techniques may be a worthwhile alternative to martingale methods for studying asymptotic properties of these inference methods. A simulation study is provided to illustrate their consistency results. They then illustrate the virtual age models using a real data example.

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Cited in

(2)

• Consistent semiparametric estimators for recurrent event times models with application to virtual age models
• Nonparametric significance tests for imperfect repair

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