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Analysis of interpurchase intervals of cars using truncated and censored data
Umeå University, Faculty of Social Sciences, Department of Statistics.
(English)Report (Other academic)
Abstract [en]

Knowledge of consumer behaviour is important to companies and governmental authorities for, e.g, planning purposes. In this paper the relationship between interpurchase intervals of  cars and demographic and economic characteristics of the car owners are analysed. Data was collected within a panel study of households in Sweden. Due to the study design, data is left truncated and right censored. The degree of censoring was almost 80 percent which made estimation of the models challenging. Results show that income and age of the car owners are important for the length of the interpurchase intervals of cars. Moreover, the results imply that models recommended for interpurchase intervals of durable goods in general might be inappropriate for interpurchase intervals of cars. A generalized gamma distribution, which embeds several distributions, is used to model interpurchase intervals. Semiparametric models are also considered.

URN: urn:nbn:se:umu:diva-4607OAI: diva2:143770
Ändrat till publicerad 21/8-09Available from: 2005-05-16 Created: 2005-05-16 Last updated: 2009-08-21Bibliographically approved
In thesis
1. Estimators of semiparametric truncated and censored regression models
Open this publication in new window or tab >>Estimators of semiparametric truncated and censored regression models
2005 (English)Doctoral thesis, comprehensive summary (Other academic)
Abstract [en]

This thesis contributes in several ways to the existing knowledge on estimation of truncated, censored, and left truncated right censored (LTRC) regression models. Three new semiparametric estimators are proposed, allowing for asymmetric error distributions. A bootstrap method for estimation of the covariance matrix of the quadratic mode estimator (QME) is proposed and studied. In addition, finite sample properties of estimators for truncated, censored, and LTRC data are studied within simulation studies and applications with real data.

The first paper consists of a simulation study of the QME and other estimators of truncated regression models. The paper contributes with results suggesting the bootstrap technique being potentially useful for estimation of the QME covariance matrix.

In the second paper estimators of truncated and censored semiparametric regression models are proposed. These estimators are generalizations of the QME and the winsorized mean estimator (WME) by allowing asymmetric ``trimming'' of observations. Consistency and asymptotic normality of the estimators are shown.

By combining the two moment restrictions used to derive the estimators in the second paper, a consistent estimator of LTRC regression models is proposed in the third paper.

The fourth paper contains an application where LTRC interpurchase intervals of cars are analysed. Results regarding the interpurchase behaviour of consumers are provided, as are results on estimator properties.

Place, publisher, year, edition, pages
Umeå: Umeå universitet, 2005. 25 p.
Statistical studies, ISSN 1100-8989 ; 34
Statistics, LTRC, consistency, asymtotic normality, bootstrap, interpurchase intervals, Statistik
National Category
Probability Theory and Statistics
Research subject
urn:nbn:se:umu:diva-540 (URN)91-7305-891-2 (ISBN)
Statistik, 90187, Umeå
Public defence
2005-06-03, N450, Naturvetarhuset, Umeå Universitet, Umeå, 10:15 (English)
Available from: 2005-05-16 Created: 2005-05-16 Last updated: 2009-08-21Bibliographically approved

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Karlsson, Maria
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