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dc.contributor.authorLindqvist, Bo Henry
dc.contributor.authorKvaløy, Jan Terje
dc.date.accessioned2024-03-26T09:29:22Z
dc.date.available2024-03-26T09:29:22Z
dc.date.created2024-01-29T21:39:16Z
dc.date.issued2024
dc.identifier.citationLindqvist, B.H. & Kvaløy, J.T. (2024) New tests for trend in time censored recurrent event data. Applied Stochastic Models in Business and Industry.en_US
dc.identifier.issn1524-1904
dc.identifier.urihttps://hdl.handle.net/11250/3124171
dc.description.abstractWe consider testing for trend in recurrent event data. More precisely, for such data we consider testing of the null hypothesis of data coming from a renewal process. The new tests are essentially obtained by considering appropriate integrated versions of classical trend tests. Moreover, adaptive versions of earlier considered tests versus non-monotonic alternatives, like bathtub trend, are suggested. A simulation study shows that the new tests have favorable properties and sometimes outperform classical tests. Examples with real data are also considered.en_US
dc.language.isoengen_US
dc.publisherJohn Wiley & Sons Ltd.en_US
dc.rightsNavngivelse 4.0 Internasjonal*
dc.rights.urihttp://creativecommons.org/licenses/by/4.0/deed.no*
dc.titleNew tests for trend in time censored recurrent event dataen_US
dc.typePeer revieweden_US
dc.typeJournal articleen_US
dc.description.versionpublishedVersionen_US
dc.rights.holder© 2024 The Authors.en_US
dc.subject.nsiVDP::Matematikk og Naturvitenskap: 400en_US
dc.source.pagenumber16en_US
dc.source.journalApplied Stochastic Models in Business and Industryen_US
dc.identifier.doi10.1002/asmb.2848
dc.identifier.cristin2237737
cristin.ispublishedtrue
cristin.fulltextpostprint
cristin.fulltextoriginal
cristin.qualitycode1


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