相关论文: On competing risk and degradation processes

Some risks have extremely high stakes. For example, a worldwide pandemic or asteroid impact could potentially kill more than a billion people. Comfortingly, scientific calculations often put very low probabilities on the occurrence of such…

Excessive leverage, i.e. the abuse of debt financing, is considered one of the primary factors in the default of financial institutions. Systemic risk results from correlations between individual default probabilities that cannot be…

Stochastic models such as Continuous-Time Markov Chains (CTMC) and Stochastic Hybrid Automata (SHA) are powerful formalisms to model and to reason about the dynamics of biological systems, due to their ability to capture the stochasticity…

In this work, we analyse the relationship between heterogeneity and cooperation. Previous investigations suggest that this relation is nontrivial, as some authors found that heterogeneity sustains cooperation, while others obtained…

The failure of a system can result from the simultaneous effects of multiple causes, where assigning a specific cause may be inappropriate or unavailable. Examples include contributing causes of death in epidemiology and the aetiology of…

An important issue in concurrency is interference. This issue manifests itself in both shared-variable and communication-based concurrency --- this paper focusses on the former case where interference is caused by the environment of a…

The aim of this article is to analyze data from multiple repairable systems under the presence of dependent competing risks. In order to model this dependence structure, we adopted the well-known shared frailty model. This model provides a…

Survival models capture the relationship between an accumulating hazard and the occurrence of a singular event stimulated by that accumulation. When the model for the hazard is sufficiently flexible survival models can accommodate a wide…

Complex, interdependent systems are necessary to the delivery of goods and services critical to societal function. Here we demonstrate how interdependent systems respond to disruptions. Specifically, we change the spatial arrangement of a…

Survival analysis provides a well-established framework for modeling time-to-event data, with hazard and survival functions formally defined as population-level quantities. In applied work, however, these quantities are often interpreted as…

Study of time series data often involves measuring the strength of temporal dependence, on which statistical properties like consistency and central limit theorem are built. Historically, various dependence measures have been proposed. In…

The success of large-scale models in recent years has increased the importance of statistical models with numerous parameters. Several studies have analyzed over-parameterized linear models with high-dimensional data, which may not be…

This paper presents an approach to modeling progressive event-history data when the overall objective is prediction based on time-dependent covariates. This approach does not model the hazard function directly. Instead, it models the…

Customer loyalty is crucial for internet services since retaining users of a service to ensure the staying time of the service is of significance for increasing revenue. It demands the retention of customers to be high enough to meet the…

We show that moment inequalities in a wide variety of economic applications have a particular linear conditional structure. We use this structure to construct uniformly valid confidence sets that remain computationally tractable even in…

Although proportional hazard rate model is a very popular model to analyze failure time data, sometimes it becomes important to study the additive hazard rate model. Again, sometimes the concept of the hazard rate function is abstract, in…

We consider a model for systems perturbed by dichotomous noise, in which the hazard rate function of a random lifetime is subject to additive time-alternating perturbations described by the telegraph process. This leads us to define a…

We consider a market model where there are two levels of information. The public information generated by the financial assets, and a larger flow of information that contains additional knowledge about a random time. This random time can…

The passing of time is an important factor for covariates in the additive and proportional hazard models. According to this idea, the extended additive hazard model (EAHM) is introduced by considering the time-varying effects of covariates…

In reliability theory and survival analysis, the residual entropy is known as a measure suitable to describe the dynamic information content in stochastic systems conditional on survival. Aiming to analyze the variability of such…