Comptes Rendus
Statistics/Probability Theory
Non-parametric estimation from simultaneous renewal–failure–degradation data with competing risks
[Estimation non-paramétrique renouvellement–défaillance–dégradation simultanés avec des risques concurrents]
Comptes Rendus. Mathématique, Volume 342 (2006) no. 1, pp. 63-68.

Nous proposons un modèle conjoint pour des données de dégradation linéaire à taux aléatoire et des défaillances à modalités multiples et compétitives, sous des hypothèses de renouvellement partiel. Les procédures d'estimation non-paramétrique pour les intensités et les probabilités de panne comme fonctions du niveau de dégradation sont données ce qui permet d'obtenir les propriétés asymptotiques des estimateurs.

A joint model for linear degradation and competing failure data with partial renewals is proposed. Non-parametric estimation procedures for failure intensities and failure probabilities as functions of degradation level are given. Asymptotic properties of the estimators are investigated.

Reçu le :
Accepté le :
Publié le :
DOI : 10.1016/j.crma.2005.11.001

Vilijandas Bagdonavičius 1 ; Algimantas Bikelis 1 ; Vytautas Kazakevičius 1 ; Mikhail Nikulin 2, 3

1 University of Vilnius, 24, Naugarduko, Vilnius, Lithuania
2 Université Victor-Segalen Bordeaux 2, 146, rue Leo-Saignat, 33076 Bordeaux cedex, France
3 Mathematical Institute, Russian Academy of Sciences, Saint Petersbourg, Russia
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     title = {Non-parametric estimation from simultaneous renewal{\textendash}failure{\textendash}degradation data with competing risks},
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Vilijandas Bagdonavičius; Algimantas Bikelis; Vytautas Kazakevičius; Mikhail Nikulin. Non-parametric estimation from simultaneous renewal–failure–degradation data with competing risks. Comptes Rendus. Mathématique, Volume 342 (2006) no. 1, pp. 63-68. doi : 10.1016/j.crma.2005.11.001. https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.1016/j.crma.2005.11.001/

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