dc.contributor.author | Lindqvist, Bo Henry | |
dc.contributor.author | Kvaløy, Jan Terje | |
dc.date.accessioned | 2024-03-26T09:29:22Z | |
dc.date.available | 2024-03-26T09:29:22Z | |
dc.date.created | 2024-01-29T21:39:16Z | |
dc.date.issued | 2024 | |
dc.identifier.citation | Lindqvist, 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.issn | 1524-1904 | |
dc.identifier.uri | https://hdl.handle.net/11250/3124171 | |
dc.description.abstract | We 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.iso | eng | en_US |
dc.publisher | John Wiley & Sons Ltd. | en_US |
dc.rights | Navngivelse 4.0 Internasjonal | * |
dc.rights.uri | http://creativecommons.org/licenses/by/4.0/deed.no | * |
dc.title | New tests for trend in time censored recurrent event data | en_US |
dc.type | Peer reviewed | en_US |
dc.type | Journal article | en_US |
dc.description.version | publishedVersion | en_US |
dc.rights.holder | © 2024 The Authors. | en_US |
dc.subject.nsi | VDP::Matematikk og Naturvitenskap: 400 | en_US |
dc.source.pagenumber | 16 | en_US |
dc.source.journal | Applied Stochastic Models in Business and Industry | en_US |
dc.identifier.doi | 10.1002/asmb.2848 | |
dc.identifier.cristin | 2237737 | |
cristin.ispublished | true | |
cristin.fulltext | postprint | |
cristin.fulltext | original | |
cristin.qualitycode | 1 | |