A nonparametric estimation of the conditional ageing intensity function in censored data: A local linear approach

Khardani, Salah; Benkhaled, Abdelkader

doi:10.1515/ms-2017-0479

Cited by 2 publications

(3 citation statements)

References 18 publications

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“…Then, a quantile-based aging intensity function is introduced in [17] in which some of its properties are presented and some stochastic comparisons of random variables are performed by using this measure. Furthermore, the problem of the local linear estimation of the conditional aging intensity function when the variable of interest is subject to random right-censored is analyzed in [8].…”

Section: Aging Intensity Functionsmentioning

confidence: 99%

Multivariate conditional aging intensity functions and load-sharing models

Buono

2022

Hacettepe Journal of Mathematics and Statistics

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The aging intensity functions analyze the aging property quantitatively, in the sense that the larger the aging intensity, the stronger the tendency of aging. They are useful tools to describe reliability properties of distributions. In the literature, the aging intensity functions have been studied in the univariate and bivariate case but without considering the possibility of observing a dynamic history. In this paper, the concept of aging intensity function is extended to the multivariate case by the use of the multivariate conditional hazard rate functions. Some properties of those functions are studied and a focus on the bivariate case is performed. Finally, the multivariate conditional aging intensity functions are studied for the time-homogeneous load-sharing model and a study on the comparison among surviving components in a system is provided.

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Section: Aging Intensity Functionsmentioning

confidence: 99%

Multivariate conditional aging intensity functions and load-sharing models

Buono

2022

Hacettepe Journal of Mathematics and Statistics

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“…The estimation method proposed in this paper is based on the empirical aging intensity function (AIF) defined in Ref.,17 which shows that the AIF of the Weibull distribution equals to the WSP. Main applications of the AIF include model characterization, model selection and parameter estimation 18–20 . Szymkowiak gives a detailed overview on the AIF and its extensions or variants 19 …”

Section: Introductionmentioning

confidence: 99%

“…Main applications of the AIF include model characterization, model selection and parameter estimation. [18][19][20] Szymkowiak gives a detailed overview on the AIF and its extensions or variants. 19 The method starts with estimating the reliability function using a non-parametric estimator.…”

Section: Introductionmentioning

confidence: 99%

An aging‐intensity‐function‐based parameter estimation method on heavily censored data

Jiang

Cao

2022

Quality & Reliability Eng

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Building life distribution models of key components of a product is a basic reliability problem. When the data for modeling are heavily censored, the conventional estimation methods such as maximum likelihood method and least square method are no longer applicable. Several approaches have addressed this issue and innovative methods are still needed. This paper presents such a method. It is based on aging intensity function (AIF) of a distribution. The proposed method consists of two main steps. In the first step, a semi‐parametric method is used to estimate the empirical AIF, which is further transformed into the shape parameter values. These values are then fitted to a distribution, from which the point and interval estimates of the shape parameter are obtained. In the second step, the point estimate of the shape parameter is fixed and a single parameter maximum likelihood method is used to estimate the scale parameter. Two examples that involve six datasets are included to illustrate the performance of the proposed method. The results show that the proposed method has an excellent performance in terms of simplicity, generality, accuracy, and unbiasedness.

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A nonparametric estimation of the conditional ageing intensity function in censored data: A local linear approach

Abstract: In this paper, we investigate the problem of the local linear estimation of the conditional ageing intensity function, when the variable of interest is subject to random right-censored. We establish under appropriate conditions the asymptotic normality of this estimator.

Cited by 2 publications

References 18 publications

Multivariate conditional aging intensity functions and load-sharing models

Multivariate conditional aging intensity functions and load-sharing models

An aging‐intensity‐function‐based parameter estimation method on heavily censored data

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