Asymptotics for arrays of martingale differences in recurrent event analysis
Bibliographic record
Abstract
The study of recurrent events, such as hospital readmissions or stock market volatility spikes, is important in biostatistics and finance but poses statistical challenges due to complex dependencies and censoring. In this paper, we propose a semiparametric framework for analyzing recurrent event data, focusing on gap times between successive events. We develop estimating functions to sequentially estimate regression parameters, yielding estimators with desirable properties, while accommodating time-varying covariates and right-censoring. Unlike previous approaches, we establish a strong law of large numbers and a central limit theorem for stopped martingales under random, potentially unbounded stopping times, useful for inference in dynamic settings. We illustrate the relevance of our approach to the analysis of longitudinal data and autoregressive models.
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How this classification was reachedexpand
Full frame machine prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.
Distilled classifier scores by category (both heads)
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.032 | 0.144 |
| Meta-epidemiology (narrow) | 0.001 | 0.001 |
| Meta-epidemiology (broad) | 0.002 | 0.002 |
| Bibliometrics | 0.003 | 0.001 |
| Science and technology studies | 0.001 | 0.005 |
| Scholarly communication | 0.002 | 0.005 |
| Open science | 0.003 | 0.004 |
| Research integrity | 0.002 | 0.004 |
| Insufficient payload (model declined to judge) | 0.006 | 0.001 |
Machine scores (provisional)
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from itClassification
machine, unvalidatedMachine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.
How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".