Consistent semiparametric estimators for recurrent event times models with application to virtual age models - Université Grenoble Alpes Accéder directement au contenu
Article Dans Une Revue Bernoulli Année : 2020

Consistent semiparametric estimators for recurrent event times models with application to virtual age models

Laurent Doyen

Résumé

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.

Dates et versions

hal-01997503 , version 1 (29-01-2019)

Identifiants

Citer

Eric Beutner, Laurent Bordes, Laurent Doyen. Consistent semiparametric estimators for recurrent event times models with application to virtual age models. Bernoulli, 2020, 26 (1), pp.557-586. ⟨10.3150/19-BEJ1140⟩. ⟨hal-01997503⟩
86 Consultations
0 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More