Search Results - subject:"Counting process"

Asymptotic distribution of the nonparametric distribution estimator based on a martingale approach in doubly censored data

Sugimoto, Tomoyuki - In: Annals of the Institute of Statistical Mathematics 65 (2013) 5, pp. 859-888

For analysis of time-to-event data with incomplete information beyond right-censoring, many generalizations of the inference of the distribution and regression model have been proposed. However, the development of martingale approaches in this area has not progressed greatly, while for...

Persistent link: https://www.econbiz.de/10010698325

Quantile regression analysis of case-cohort data

Zheng, Ming; Zhao, Ziqiang; Yu, Wen - In: Journal of Multivariate Analysis 122 (2013) C, pp. 20-34

Case-cohort designs provide a cost effective way to conduct epidemiological follow-up studies in which event times are the outcome variables. This paper develops a quantile regression approach to the analysis of case-cohort data. Quantile regression is a highly useful tool to delineate...

Persistent link: https://www.econbiz.de/10010702802

Uniform asymptotics for the finite-time ruin probability with upper tail asymptotically independent claims and constant force of interest

Gao, Qingwu; Liu, Xijun - In: Statistics & Probability Letters 83 (2013) 6, pp. 1527-1538

This paper investigates the finite-time ruin probability in a risk model with constant force of interest, upper tail asymptotically independent claims, and a general claim arrival process. We obtain a uniformly asymptotic formula for times in a finite interval. In particular, with a certain...

Persistent link: https://www.econbiz.de/10010664067

Regularity in individual shopping trips: Implications for duration models in marketing

Bijwaard, G.E. - Erasmus University Rotterdam, Econometric Institute - 2005

purchases. Purchase occasions are modeled in terms of a counting process, which counts the recurrent purchases for each … in terms of a counting process, which counts the recurrent purchases for each household as they evolve over time. I … timing; regular shopping days; non{shopping days; counting process; mixed proportional hazard. ⁄I thank Dennis Fok and Rutger …

Persistent link: https://www.econbiz.de/10005450854

Regularity in individual shopping trips: Implications for duration models in marketing

Bijwaard, Govert - Faculteit der Economische Wetenschappen, Erasmus … - 2005

purchases. Purchase occasions are modeled in terms of a counting process, which counts the recurrent purchases for each …

Persistent link: https://www.econbiz.de/10010731674

Empirical assessment of the Maximum Likelihood Estimator quality in a parametric counting process model for recurrent events

Babykina, Génia; Couallier, Vincent - In: Computational Statistics & Data Analysis 56 (2012) 2, pp. 297-315

A particular parametric model, based on the counting process theory, and aimed at the analysis of recurrent events is …

Persistent link: https://www.econbiz.de/10010871466

Multivariate density estimation using dimension reducing information and tail flattening transformations for truncated or censored data

Buch-Kromann, Tine; Nielsen, Jens - In: Annals of the Institute of Statistical Mathematics 64 (2012) 1, pp. 167-192

Persistent link: https://www.econbiz.de/10010848641

Time changes that result in multiple points in continuous-time Markov counting processes

Bretó, Carles - In: Statistics & Probability Letters 82 (2012) 12, pp. 2229-2234

We show that randomly changing time of simple, infinitesimally equi-dispersed, non-linear birth–death processes can result in compound, infinitesimally over-dispersed processes. We provide sufficient and necessary conditions and illustrate this with various time changes and examples from...

Persistent link: https://www.econbiz.de/10011040104

Precise large deviations of aggregate claims in a size-dependent renewal risk model

Chen, Yiqing; Yuen, Kam C. - In: Insurance: Mathematics and Economics 51 (2012) 2, pp. 457-461

Consider a renewal risk model in which claim sizes and inter-arrival times correspondingly form a sequence of independent and identically distributed random pairs, with each pair obeying a dependence structure described via the conditional distribution of the inter-arrival time given the...

Persistent link: https://www.econbiz.de/10010594512

Accelerated Rates Regression Models for Recurrent Failure Time Data

Ghosh, Debashis - 2004

transform the time scale for a baseline rate function. We assume an arbitrary dependence structure for the counting process and …

Persistent link: https://www.econbiz.de/10009477086