SOME SIMPLE ROBUST METHODS FOR THE ANALYSIS OF RECURRENT EVENTS

Nelson discussed a method of estimating the cumulative mean function f or identically distributed processes of recurrent events. We show that a similar approach can be used with more general models, including re gression. The key idea is to use point estimates based on Poisson mode ls and to develop robust variance estimates that are valid more genera lly. The methods are illustrated on reliability and warranty data.