...
  • 主题
高级搜索  >
历史搜索 清空历史
首页> 外文期刊>Lifetime Data Analysis >Recurrent first hitting times in Wiener diffusion under several observation schemes
【24h】

Recurrent first hitting times in Wiener diffusion under several observation schemes

机译：几种观测方案下维纳扩散的初次命中次数

获取原文
获取原文并翻译 | 示例
           
页面导航
  • 摘要
  • 著录项
  • 相似文献
  • 相关主题

摘要

Recurrent events are commonly encountered in the natural sciences, engineering, and medicine. The theory of renewal and regenerative processes pro vides an elegant mathematical foundation for idealized recurrent event processes. In real-world applications, however, the contexts tend to be complicated by a variety of practical intricacies, including observation schemes with different phase and data structures. This paper formulates a recurrent event process as a succession of indepen dent and identically distributed first hitting times for a Wiener sample path as it passes through successive equally-spaced levels. We develop exact mathematical results for statistical inferences based on several observation schemes that include observation initiated at a renewal point, observation of a stationary process over a finite window, and other variants. We also consider inferences drawn from different data structures, including gap times between renewal points (or fragments thereof) and counts of renewal events occurring within an observation window. We explore the precision of estimates using simulated scenarios and develop empirical regression functions for planning the sample size of a recurrent event study. We demonstrate our results using data from a clinical trial for chronic obstructive pulmonary disease in which the recur rent events are successive exacerbations of the condition. The case study demonstrates how covariates can be incorporated into the analysis using threshold regression.
机译：复发事件在自然科学，工程学和医学中经常遇到。更新和再生过程的理论为理想的重复事件过程提供了优雅的数学基础。但是，在实际应用中，由于各种实际的复杂性（包括具有不同相位和数据结构的观测方案），上下文往往会变得复杂。本文将递归事件过程表述为Wiener样本路径经过连续的等距水平时的一系列独立且均匀分布的首次命中时间。我们基于几种观察方案开发了用于统计推论的精确数学结果，其中包括在更新点启动观察，在有限窗口上观察固定过程以及其他变体。我们还考虑了从不同数据结构得出的推论，包括更新点（或其片段）之间的间隔时间以及在观察窗口内发生的更新事件的计数。我们使用模拟场景探索估计的精度，并开发经验回归函数来计划重复事件研究的样本量。我们使用来自慢性阻塞性肺疾病的临床试验数据证明了我们的结果，其中复发事件是该病情的连续恶化。案例研究表明如何使用阈值回归将协变量纳入分析。

著录项

相似文献

  • 外文文献
  • 中文文献
  • 专利
获取原文

客服邮箱：kefu@zhangqiaokeyan.com

京公网安备：11010802029741号 ICP备案号：京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有

  • 客服微信

  • 服务号