Empirical assessment of the maximum likelihood estimator quality in a parametric counting process model for recurrent events

DOI10.1016/J.CSDA.2011.08.003MaRDI QIDQ425384zbMATH OpenOpenAlexFDO

Authors Génia Babykina, Vincent Couallier

Publication date 8 June 2012

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2011.08.003

zbMATH Keywords

Monte Carlo simulationsasymptotic properties of maximum likelihood estimatorsrandom data generationtime-dependent covariates

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Reliability and life testing (62N05) Monte Carlo methods (65C05) Non-Markovian processes: estimation (62M09)

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Cites work

• scientific article; zbMATH DE number 3870393 (Why is no real title available?)
• scientific article; zbMATH DE number 4060519 (Why is no real title available?)
• scientific article; zbMATH DE number 1081443 (Why is no real title available?)
• scientific article; zbMATH DE number 1541841 (Why is no real title available?)
• scientific article; zbMATH DE number 3385132 (Why is no real title available?)
• Asymptotic distribution theory for Cox-type regression models with general relative risk form
• Asymptotic properties of imperfect repair models and estimation of repair efficiency
• Comparison of the Andersen-Gill model with Poisson and negative binomial regression on recurrent event data
• Cox's regression model for counting processes: A large sample study
• Modeling survival data: extending the Cox model
• Recurrent Events Analysis in the Presence of Time-Dependent Covariates and Dependent Censoring
• Regression Methods for Poisson Process Data
• Statistical models based on counting processes
• Survival and event history analysis. A process point of view

Cited in

(3)

• Semi-parametric estimation of Brown-Proschan preventive maintenance effects and intrinsic wear-out
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• Reliability analysis and joint assessment of Brown-Proschan preventive maintenance efficiency and intrinsic wear-out

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• invGauss

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