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

DOI10.1016/J.CSDA.2011.08.003zbMATH Open1239.62099OpenAlexW2037414043MaRDI QIDQ425384FDOQ425384

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

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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)

Cites Work

• Survival and event history analysis. A process point of view
• Title not available (Why is that?)
• Statistical models based on counting processes
• Modeling survival data: extending the Cox model
• Cox's regression model for counting processes: A large sample study
• Title not available (Why is that?)
• Regression Methods for Poisson Process Data
• Recurrent Events Analysis in the Presence of Time-Dependent Covariates and Dependent Censoring
• Title not available (Why is that?)
• Comparison of the Andersen-Gill model with Poisson and negative binomial regression on recurrent event data
• Asymptotic properties of imperfect repair models and estimation of repair efficiency
• Title not available (Why is that?)
• Title not available (Why is that?)
• Asymptotic distribution theory for Cox-type regression models with general relative risk form

Cited In (3)

• Title not available (Why is that?)
• Semi-parametric estimation of Brown-Proschan preventive maintenance effects and intrinsic wear-out
• Reliability analysis and joint assessment of Brown-Proschan preventive maintenance efficiency and intrinsic wear-out

Uses Software

• invGauss

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