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从截断的重复事件数据中估计速率和均值函数

Estimation of Rate and Mean Functions from Truncated Recurrent Event Data

Journal of the American Statistical Association · 1996
被引 16
ABS 4

中文导读

研究保修索赔等场景中观测期未知的重复事件数据,提出非参数估计方法估计事件发生的均值和速率,并通过模拟和汽车保修数据验证。

Abstract

Abstract This article investigates data on recurrent events that arise from sources such as warranty claims, where the observation period for a unit is unknown until it experiences at least one event. This creates a type of truncation in the data. We consider nonparametric estimation of means and rates of the event occurrences with such “zero-truncated” data and examine the case where the population size and the distribution of observation times across units are at least approximately known. We study the behaviors of the proposed estimators by simulation. We examine some car warranty data by applying the methodology developed here and considering the underlying assumptions.

统计学计量经济学事件数据分析非参数估计