Semiparametric inference with correlated recurrence time data

被引:2
|
作者
Adekpedjou, Akim [1 ]
Quiton, Jonathan [2 ]
Wen, Xuerong Meggie [1 ]
机构
[1] Missouri Univ Sci & Technol, Dept Math & Stat, Rolla, MO 65409 USA
[2] Western Kentucky Univ, Dept Math & Comp Sci, Bowling Green, KY 42101 USA
关键词
Correlated recurrence times; Informative monitoring; Frailty model; Martingales; EM algorithm; MAXIMUM-LIKELIHOOD-ESTIMATION; NONPARAMETRIC-ESTIMATION; EVENTS; MODELS;
D O I
10.1016/j.stamet.2012.05.001
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We consider a study which monitors the occurrences of a recurrent event for n subjects or units. Recurrent event data have many features which are worth looking into in the estimation process. In this manuscript, we consider the problem of estimating the distribution function of the inter-event times by taking into account two of these features: correlation among the inter-event times and the dependence and informative aspect of the right-censoring random variables. The parametric approach to the problem has been dealt with in Zamba and Adekpedjou (2011) [25]. The semiparametric approach is considered in this article. We derive a Kaplan-Meier type estimator of the distribution function under the gamma frailty model and an informative monitoring model for recurrent events by extending an approach due to Sellke (1988)[20]. The sampling distribution properties of the proposed estimators are examined through simulation studies. Furthermore, the performance of our proposed estimator is assessed with respect to the existing ones. The procedures are applied to a recurrent event dataset. (C) 2012 Elsevier B.V. All rights reserved.
引用
收藏
页码:1 / 13
页数:13
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