Consistent semiparametric estimators for recurrent event times models with application to virtual age models
| العنوان: | Consistent semiparametric estimators for recurrent event times models with application to virtual age models |
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| المؤلفون: | Eric Beutner, Laurent Bordes, Laurent Doyen |
| المساهمون: | Department of Quantitative Economics [Maastricht], Maastricht University [Maastricht], Laboratoire de Mathématiques et de leurs Applications [Pau] (LMAP), Université de Pau et des Pays de l'Adour (UPPA)-Centre National de la Recherche Scientifique (CNRS), Laboratoire Jean Kuntzmann (LJK), Institut National de Recherche en Informatique et en Automatique (Inria)-Centre National de la Recherche Scientifique (CNRS)-Université Grenoble Alpes (UGA)-Institut polytechnique de Grenoble - Grenoble Institute of Technology (Grenoble INP ), Université Grenoble Alpes (UGA), Econometrics and Data Science |
| المصدر: | Beutner, E, Bordes, L & Doyen, L 2020, ' Consistent semiparametric estimators for recurrent event times models with application to virtual age models ', Bernoulli, vol. 26, no. 1, pp. 557-586 . https://doi.org/10.3150/19-BEJ1140 Bernoulli 26, no. 1 (2020), 557-586 Bernoulli Bernoulli, Bernoulli Society for Mathematical Statistics and Probability, 2020, 26 (1), pp.557-586. ⟨10.3150/19-BEJ1140⟩ Bernoulli, 26(1), 557-586. International Statistical Institute Bernoulli, 2020, 26 (1), pp.557-586. ⟨10.3150/19-BEJ1140⟩ |
| بيانات النشر: | International Statistical Institute, 2020. |
| سنة النشر: | 2020 |
| مصطلحات موضوعية: | Statistics and Probability, Recurrent event data, 010102 general mathematics, Inference, Estimator, 01 natural sciences, Recurrent event, Effective age process, 010104 statistics & probability, Virtual age process, Semiparametric inference, [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST], Econometrics, 0101 mathematics, Martingale (probability theory), Smoothed profile likelihood, Smoothing, Mathematics |
| الوصف: | Accepted; International audience; Virtual age models are very useful to analyse recurrent events. Among the strengths of these models is their ability to account for treatment (or intervention) effects after an event occurrence. Despite their flexibility for modeling recurrent events, the number of applications is limited. This seems to be a result of the fact that in the semiparametric setting all the existing results assume the virtual age function that describes the treatment (or intervention) effects to be known. This shortcoming can be overcome by considering semiparametric virtual age models with parametrically specified virtual age functions. Yet, fitting such a model is a difficult task. Indeed, it has recently been shown that for these models the standard profile likelihood method fails to lead to consistent estimators. Here we show that consistent estimators can be constructed by smoothing the profile log-likelihood function appropriately. We show that our general result can be applied to most of the relevant virtual age models of the literature. Our 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 our consistency results together with an application to real data. |
| وصف الملف: | application/pdf |
| اللغة: | English |
| تدمد: | 1350-7265 |
| URL الوصول: | https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f64fe8d646a7579d4d86b24761194784 https://research.vu.nl/en/publications/de3cef04-496f-4dc2-994b-638216a9699a |
| حقوق: | OPEN |
| رقم الأكسشن: | edsair.doi.dedup.....f64fe8d646a7579d4d86b24761194784 |
| قاعدة البيانات: | OpenAIRE |
| تدمد: | 13507265 |
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