2014 Theses Doctoral

Semiparametric Estimation of a Gaptime-Associated Hazard Function

Teravainen, Timothy

This dissertation proposes a suite of novel Bayesian semiparametric estimators for a proportional hazard function associated with the gaptimes, or inter-arrival times, of a counting process in survival analysis. The Cox model is applied and extended in order to identify the subsequent effect of an event on future events in a system with renewal. The estimators may also be applied, without changes, to model the effect of a point treatment on subsequent events, as well as the effect of an event on subsequent events in neighboring subjects.

These Bayesian semiparametric estimators are used to analyze the survival and reliability of the New York City electric grid. In particular, the phenomenon of "infant mortality," whereby electrical supply units are prone to immediate recurrence of failure, is flexibly quantified as a period of increased risk. In this setting, the Cox model removes the significant confounding effect of seasonality. Without this correction, infant mortality would be misestimated due to the exogenously increased failure rate during summer months and times of high demand. The structural assumptions of the Bayesian estimators allow the use and interpretation of sparse event data without the rigid constraints of standard parametric models used in reliability studies.