Some Simple Robust Methods for the Analysis of Recurrent Events

Nelson discussed a method of estimating the cumulative mean function for identically distributed processes of recurrent events. We show that a similar approach can be used with more general models, including regression, The key idea is to use point estimates based on Poisson models and to develop ro...

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Bibliographic Details
Published in:Technometrics 1995-05, Vol.37 (2), p.158-168
Main Authors: Lawless, J. F., Nadeau, C.
Format: Article
Language:English
Subjects:
Confidence limits
Consistent estimators
Covariance matrices
Estimation methods
Estimators for the mean
Exact sciences and technology
Mathematics
Maximum likelihood estimation
Nonparametric estimation
Nonparametric inference
Point process data
Poisson process
Poisson processes
Probability and statistics
Regression
Regression analysis
Reliability
Sciences and techniques of general use
Standard error
Statistical variance
Statistics
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Summary:Nelson discussed a method of estimating the cumulative mean function for identically distributed processes of recurrent events. We show that a similar approach can be used with more general models, including regression, The key idea is to use point estimates based on Poisson models and to develop robust variance estimates that are valid more generally. The methods are illustrated on reliability and warranty data.
ISSN:0040-1706
1537-2723
DOI:10.1080/00401706.1995.10484300