Non-parametric estimation from simultaneous renewal–failure–degradation data with competing risks

Vilijandas Bagdonavičius; Algimantas Bikelis; Vytautas Kazakevičius; Mikhail Nikulin

doi:10.1016/j.crma.2005.11.001

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]

Présenté par : Paul Deheuvels

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

Comptes Rendus. Mathématique, Volume 342 (2006) no. 1, pp. 63-68.

Résumé
Abstract

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 : 2005-05-25
Accepté le : 2005-10-25
Publié le : 2005-12-07

DOI : 10.1016/j.crma.2005.11.001

Affiliations des auteurs :

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},
     journal = {Comptes Rendus. Math\'ematique},
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     doi = {10.1016/j.crma.2005.11.001},
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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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Cité par

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