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The primary goal of this paper is to introduce a novel frailty model based on the weighted Lindley (WL) distribution for modeling clustered survival data. We study the statistical properties of the proposed model. In particular, the amount…
We investigate the failure mechanisms of load sharing complex systems. The system is composed of multiple nodes or components whose failures are determined based on the interaction of their respective strengths and loads (or capacity and…
Failure times of a machinery cannot always be assumed independent and identically distributed, e.g. if after reparations the machinery is not restored to a same-as-new condition. Framed within the renewal processes approach, a…
A system is considered, which is subject to external and possibly fatal shocks, with dependence between the fatality of a shock and the system age. Apart from these shocks, the system suffers from competing soft and sudden failures, where…
This paper is concerned with modeling the dependence structure of two (or more) time-series in the presence of a (possible multivariate) covariate which may include past values of the time series. We assume that the covariate influences…
In this work we provide a simple estimation procedure for a general frailty model for analysis of prospective correlated failure times. Rigorous large-sample theory for the proposed estimators of both the regression coefficient vector and…
Predicting corporate default risk has long been a crucial topic in the finance field, as bankruptcies impose enormous costs on market participants as well as the economy as a whole. This paper aims to forecast frailty correlated default…
We propose a new parametric time-varying shared frailty model to represent changes over time in population heterogeneity, for use with bivariate current status data. The model uses a power transformation of a time-invariant frailty $U$, and…
Competing risks model time to first event and type of first event. An example from hospital epidemiology is the incidence of hospital-acquired infection, which has to account for hospital discharge of non-infected patients as a competing…
Aiming for accurate estimation of system reliability of load-sharing systems, a flexible model for such systems is constructed by approximating the cumulative hazard functions of component lifetimes using piecewise linear functions. The…
We propose a novel frailty model with change points applying random effects to a Cox proportional hazard model to adjust the heterogeneity between clusters. Because the frailty model includes random effects, the parameters are estimated…
Scientists use mathematical modelling to understand and predict the properties of complex physical systems. In highly parameterised models there often exist relationships between parameters over which model predictions are identical, or…
We propose a dynamic multiplicative factor model for process data, which arise from complex problem-solving items, an emerging testing mode in large-scale educational assessment. The proposed model can be viewed as an extension of the…
We present a class of flexible and tractable static factor models for the term structure of joint default probabilities, the factor copula models. These high-dimensional models remain parsimonious with pair-copula constructions, and nest…
This work is devoted to the development of a distributionally robust active fault diagnosis approach for a class of nonlinear systems, which takes into account any ambiguity in distribution information of the uncertain model parameters.…
We study the robustness of system estimation to parametric perturbations in system dynamics and initial conditions. We define the problem of sensitivity-based parametric uncertainty quantification in dynamical system estimation. The main…
In the context of clinical and biomedical studies, joint frailty models have been developed to study the joint temporal evolution of recurrent and terminal events, capturing both the heterogeneous susceptibility to experiencing a new…
Distributed systems can be subject to various kinds of partial failures, therefore building fault-tolerance or failure mitigation mechanisms for distributed systems remains an important domain of research. In this paper, we present a…
Shared frailty models have been proposed to accommodate unmeasured cluster-specific risk factors through the inclusion of a common latent frailty term. Among possible frailty distributions, the Gamma distribution is appealing due to its…
Multitask learning algorithms are typically designed assuming some fixed, a priori known latent structure shared by all the tasks. However, it is usually unclear what type of latent task structure is the most appropriate for a given…