Open Access
November 2006 Dynamic Modeling and Statistical Analysis of Event Times
Edsel A. Peña
Statist. Sci. 21(4): 487-500 (November 2006). DOI: 10.1214/088342306000000349


This review article provides an overview of recent work in the modeling and analysis of recurrent events arising in engineering, reliability, public health, biomedicine and other areas. Recurrent event modeling possesses unique facets making it different and more difficult to handle than single event settings. For instance, the impact of an increasing number of event occurrences needs to be taken into account, the effects of covariates should be considered, potential association among the interevent times within a unit cannot be ignored, and the effects of performed interventions after each event occurrence need to be factored in. A recent general class of models for recurrent events which simultaneously accommodates these aspects is described. Statistical inference methods for this class of models are presented and illustrated through applications to real data sets. Some existing open research problems are described.


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Edsel A. Peña. "Dynamic Modeling and Statistical Analysis of Event Times." Statist. Sci. 21 (4) 487 - 500, November 2006.


Published: November 2006
First available in Project Euclid: 23 April 2007

zbMATH: 1129.62088
MathSciNet: MR2369983
Digital Object Identifier: 10.1214/088342306000000349

Keywords: counting process , generalized Nelson–Aalen estimator , generalized product-limit estimator , hazard function , martingale , partial likelihood

Rights: Copyright © 2006 Institute of Mathematical Statistics

Vol.21 • No. 4 • November 2006
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