Related papers: Multicomponent stress strength reliability estimat…
The aim of this paper, is to define a bivariate exponentiated generalized linear exponential distribution based on Marshall-Olkin shock model. Statistical and reliability properties of this distribution are discussed. This includes…
We prove the weak consistency of the posterior distribution and that of the Bayes estimator for a two-phase piecewise linear regression mdoel where the break-point is unknown. The non-differentiability of the likelihood of the model with…
Logistic regression is a classical model for describing the probabilistic dependence of binary responses to multivariate covariates. We consider the predictive performance of the maximum likelihood estimator (MLE) for logistic regression,…
The main approach to inference for multivariate extremes consists in approximating the joint upper tail of the observations by a parametric family arising in the limit for extreme events. The latter may be expressed in terms of…
Two dynamical indicators, the local dimension and the extremal index, used to quantify persistence in phase space have been developed and applied to different data across various disciplines. These are computed using the asymptotic limit of…
Bayesian model updating facilitates the calibration of analytical models based on observations and the quantification of uncertainties in model parameters such as stiffness and mass. This process significantly enhances damage assessment and…
Likelihood-based procedures are a common way to estimate tail dependence parameters. They are not applicable, however, in non-differentiable models such as those arising from recent max-linear structural equation models. Moreover, they can…
This article proposes a novel estimator for regression coefficients in clustered data that explicitly accounts for within-cluster dependence. We study the asymptotic properties of the proposed estimator under both finite and infinite…
Estimation of the parameters of an exponential distribution based on record data has been treated by Samaniego and Whitaker (1986) and Doostparast (2009). Recently, Doostparast and Balakrishnan (2011) obtained optimal confidence intervals…
In a system, there are identical replaceable components working for a given task and a failed component is replaced by a functioning one in the corresponding position, which characterizes a repairable system. Assuming that a replaced…
Robust inferential methods based on divergences measures have shown an appealing trade-off between efficiency and robustness in many different statistical models. In this paper, minimum density power divergence estimators (MDPDEs) for the…
Load-sharing systems arise in many different reliability applications, for instance, when modeling tensile strength of fibrous composites in textile industry or lifetimes of redundant technical systems in engineering. Sequential order…
In using the Bayesian network (BN) to construct the complex multistate system's reliability model as described in Part I, the memory storage requirements of the node probability table (NPT) will exceed the random access memory (RAM) of the…
In risk management, often the probability must be estimated that a random vector falls into an extreme failure set. In the framework of bivariate extreme value theory, we construct an estimator for such failure probabilities and analyze its…
In some misspecified settings, the posterior distribution in Bayesian statistics may lead to inconsistent estimates. To fix this issue, it has been suggested to replace the likelihood by a pseudo-likelihood, that is the exponential of a…
The failure rate function plays an important role in studying the lifetime distributions in reliability theory and life testing models. A study of the general failure rate model $r(t)=a+bt^{\theta-1}$, under squared error loss function…
Given a large number of covariates $Z$, we consider the estimation of a high-dimensional parameter $\theta$ in an individualized linear threshold $\theta^T Z$ for a continuous variable $X$, which minimizes the disagreement between…
This paper presents a novel stochastic framework to quantify the knock down in strength from out-of-plane wrinkles at the coupon level. The key innovation is a Markov Chain Monte Carlo algorithm which rigorously derives the stochastic…
The bootstrap is a popular method of constructing confidence intervals due to its ease of use and broad applicability. Theoretical properties of bootstrap procedures have been established in a variety of settings. However, there is limited…
Maximum likelihood estimation has been extensively used in the joint analysis of repeated measurements and survival time. However, there is a lack of theoretical justification of the asymptotic properties for the maximum likelihood…