Spelling suggestions: "subject:"3trong consistency off estimator"" "subject:"3trong consistency oof estimator""
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Modeling Recurrent Gap Times Through Conditional GEELiu, Hai Yan 16 August 2018 (has links)
We present a theoretical approach to the statistical analysis of the dependence of the gap time length between consecutive recurrent events, on a set of explanatory random variables and in the presence of right censoring. The dependence is expressed through regression-like and overdispersion parameters, estimated via estimating functions and equations. The mean and variance of the length of each gap time, conditioned on the observed history of prior events and other covariates, are known functions of parameters and covariates, and are part of the estimating functions. Under certain conditions on censoring, we construct normalized estimating functions that are asymptotically unbiased and contain only observed data. We then use modern mathematical techniques to prove the existence, consistency and asymptotic normality of a sequence of estimators of the parameters. Simulations support our theoretical results.
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