This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.
Abstract Details
Activity Number:
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458
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Type:
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Topic Contributed
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Date/Time:
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Wednesday, August 4, 2010 : 8:30 AM to 10:20 AM
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Sponsor:
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ENAR
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Abstract - #307277 |
Title:
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Nonparametric Estimation of Time Trend for Recurrent Events Data
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Author(s):
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Bo Henry Lindqvist*+
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Companies:
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Norwegian University of Science and Technology
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Address:
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Department of Mathematical Sciences, Trondheim, 7491, Norway
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Keywords:
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Trend-Renewal Process ;
Kernel Estimator
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Abstract:
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The trend-renewal-process (TRP) is defined to be a time-transformed renewal process, where the time transformation is given by a trend function which is similar to the intensity of a nonhomogeneous Poisson process (NHPP). A nonparametric maximum likelihood estimator of the trend function of a TRP can be obtained in principle in a similar manner as for the NHPP using kernel smoothing. But for a TRP one must consider the simultaneous estimation of the renewal distribution, which is here assumed to belong to a parametric class such as the Weibull-distribution. A weighted kernel estimator for the trend function is suggested and studied.
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