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

DOI10.1016/j.csda.2011.08.003zbMath1239.62099OpenAlexW2037414043MaRDI QIDQ425384

Vincent Couallier, Génia Babykina

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 simulationstime-dependent covariatesasymptotic properties of maximum likelihood estimatorsrandom data generation

Mathematics Subject Classification ID

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

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Uses Software

• invGauss

Cites Work

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• Asymptotic distribution theory for Cox-type regression models with general relative risk form
• Cox's regression model for counting processes: A large sample study
• Survival and event history analysis. A process point of view
• Comparison of the Andersen-Gill model with Poisson and negative binomial regression on recurrent event data
• Modeling survival data: extending the Cox model
• Asymptotic properties of imperfect repair models and estimation of repair efficiency
• Regression Methods for Poisson Process Data
• Recurrent Events Analysis in the Presence of Time-Dependent Covariates and Dependent Censoring
• Statistical models based on counting processes

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