Download or read book Nonparametric Estimation Based on Censored Observations of a Markov Renewal Process written by Richard D. Gill and published by . This book was released on 1978 with total page 27 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Nonparametric Estimation Based on Censored Observation of a Markov Renewal Process written by R. D. Gill and published by . This book was released on 1978 with total page 27 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Nonparametric Estimation Based on Censored Observations of a Markov Reneval Process written by R. D. Gill and published by . This book was released on 1978 with total page 27 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Nonparametric Estimation for Renewal and Markov Processes written by Odile Pons and published by . This book was released on 2009 with total page 262 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book A Simulation Study of Estimates of a First Passage Time Distribution for a Censored Semi Markov Process written by Rick M. Gallagher and published by . This book was released on 1986 with total page 41 pages. Available in PDF, EPUB and Kindle. Book excerpt: This thesis reports on a simulation study of parametric and nonparametric estimators of a first passage time distribution for a censored semi-Markov process. Four estimators are proposed and compared; Maximum Likelihood Estimator, Renewal Equation Estimator, Asymptotic Renewal Estimator, and the Kaplan-Meier Estimator; the last three estimators are nonparametric. For the particular semi-Markov process studied, the Kaplan-Meier estimator of the first passage times appears to be the best for small times and the Asymptotic Renewal estimator appears to be the best for large times. The Maximum Likelihood estimator is sensitive to incorrect model assumptions. All the estimators are sensitive to censoring. Keywords: Average relative bias. (Author).
Download or read book Applied Nonparametric Statistics in Reliability written by M. Luz Gámiz and published by Springer Science & Business Media. This book was released on 2011-02-14 with total page 238 pages. Available in PDF, EPUB and Kindle. Book excerpt: Nonparametric statistics has probably become the leading methodology for researchers performing data analysis. It is nevertheless true that, whereas these methods have already proved highly effective in other applied areas of knowledge such as biostatistics or social sciences, nonparametric analyses in reliability currently form an interesting area of study that has not yet been fully explored. Applied Nonparametric Statistics in Reliability is focused on the use of modern statistical methods for the estimation of dependability measures of reliability systems that operate under different conditions. The scope of the book includes: smooth estimation of the reliability function and hazard rate of non-repairable systems; study of stochastic processes for modelling the time evolution of systems when imperfect repairs are performed; nonparametric analysis of discrete and continuous time semi-Markov processes; isotonic regression analysis of the structure function of a reliability system, and lifetime regression analysis. Besides the explanation of the mathematical background, several numerical computations or simulations are presented as illustrative examples. The corresponding computer-based methods have been implemented using R and MATLAB®. A concrete modelling scheme is chosen for each practical situation and, in consequence, a nonparametric inference procedure is conducted. Applied Nonparametric Statistics in Reliability will serve the practical needs of scientists (statisticians and engineers) working on applied reliability subjects.
Download or read book The Econometric Analysis of Transition Data written by Tony Lancaster and published by Cambridge University Press. This book was released on 1990 with total page 380 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents statistical methods for analysis of the duration of events. The primary focus is on models for single-spell data, events in which individual agents are observed for a single duration. Some attention is also given to multiple-spell data. The first part of the book covers model specification, including both structural and reduced form models and models with and without neglected heterogeneity. The book next deals with likelihood based inference about such models, with sections on full and semiparametric specification. A final section treats graphical and numerical methods of specification testing. This is the first published exposition of current econometric methods for the study of duration data.
Download or read book Advances in Survival Analysis written by Narayanaswamy Balakrishnan and published by Elsevier. This book was released on 2004-01-30 with total page 823 pages. Available in PDF, EPUB and Kindle. Book excerpt: Handbook of Statistics: Advances in Survival Analysis covers all important topics in the area of Survival Analysis. Each topic has been covered by one or more chapters written by internationally renowned experts. Each chapter provides a comprehensive and up-to-date review of the topic. Several new illustrative examples have been used to demonstrate the methodologies developed. The book also includes an exhaustive list of important references in the area of Survival Analysis. - Includes up-to-date reviews on many important topics - Chapters written by many internationally renowned experts - Some Chapters provide completely new methodologies and analyses - Includes some new data and methods of analyzing them
Download or read book Nonparametric Functional Estimation written by B. L. S. Prakasa Rao and published by Academic Press. This book was released on 2014-07-10 with total page 539 pages. Available in PDF, EPUB and Kindle. Book excerpt: Nonparametric Functional Estimation is a compendium of papers, written by experts, in the area of nonparametric functional estimation. This book attempts to be exhaustive in nature and is written both for specialists in the area as well as for students of statistics taking courses at the postgraduate level. The main emphasis throughout the book is on the discussion of several methods of estimation and on the study of their large sample properties. Chapters are devoted to topics on estimation of density and related functions, the application of density estimation to classification problems, and the different facets of estimation of distribution functions. Statisticians and students of statistics and engineering will find the text very useful.
Download or read book The Statistical Analysis of Recurrent Events written by Richard J. Cook and published by Springer Science & Business Media. This book was released on 2007-08-02 with total page 415 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents models and statistical methods for the analysis of recurrent event data. The authors provide broad, detailed coverage of the major approaches to analysis, while emphasizing the modeling assumptions that they are based on. More general intensity-based models are also considered, as well as simpler models that focus on rate or mean functions. Parametric, nonparametric and semiparametric methodologies are all covered, with procedures for estimation, testing and model checking.
Download or read book Statistical Inference from Stochastic Processes written by Narahari Umanath Prabhu and published by American Mathematical Soc.. This book was released on 1988 with total page 406 pages. Available in PDF, EPUB and Kindle. Book excerpt: Comprises the proceedings of the AMS-IMS-SIAM Summer Research Conference on Statistical Inference from Stochastic Processes, held at Cornell University in August 1987. This book provides students and researchers with a familiarity with the foundations of inference from stochastic processes and intends to provide a knowledge of the developments.
Download or read book Semi Markov Models written by Jacques Janssen and published by Springer Science & Business Media. This book was released on 2013-11-11 with total page 572 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is the result of the International Symposium on Semi Markov Processes and their Applications held on June 4-7, 1984 at the Universite Libre de Bruxelles with the help of the FNRS (Fonds National de la Recherche Scientifique, Belgium), the Ministere de l'Education Nationale (Belgium) and the Bernoulli Society for Mathe matical Statistics and Probability. This international meeting was planned to make a state of the art for the area of semi-Markov theory and its applications, to bring together researchers in this field and to create a platform for open and thorough discussion. Main themes of the Symposium are the first ten sections of this book. The last section presented here gives an exhaustive biblio graphy on semi-Markov processes for the last ten years. Papers selected for this book are all invited papers and in addition some contributed papers retained after strong refereeing. Sections are I. Markov additive processes and regenerative systems II. Semi-Markov decision processes III. Algorithmic and computer-oriented approach IV. Semi-Markov models in economy and insurance V. Semi-Markov processes and reliability theory VI. Simulation and statistics for semi-Markov processes VII. Semi-Markov processes and queueing theory VIII. Branching IX. Applications in medicine X. Applications in other fields v PREFACE XI. A second bibliography on semi-Markov processes It is interesting to quote that sections IV to X represent a good sample of the main applications of semi-Markov processes i. e.
Download or read book Semi Markov Processes and Reliability written by N. Limnios and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 226 pages. Available in PDF, EPUB and Kindle. Book excerpt: At first there was the Markov property. The theory of stochastic processes, which can be considered as an exten sion of probability theory, allows the modeling of the evolution of systems through the time. It cannot be properly understood just as pure mathemat ics, separated from the body of experience and examples that have brought it to life. The theory of stochastic processes entered a period of intensive develop ment, which is not finished yet, when the idea of the Markov property was brought in. Not even a serious study of the renewal processes is possible without using the strong tool of Markov processes. The modern theory of Markov processes has its origins in the studies by A. A: Markov (1856-1922) of sequences of experiments "connected in a chain" and in the attempts to describe mathematically the physical phenomenon known as Brownian mo tion. Later, many generalizations (in fact all kinds of weakenings of the Markov property) of Markov type stochastic processes were proposed. Some of them have led to new classes of stochastic processes and useful applications. Let us mention some of them: systems with complete connections [90, 91, 45, 86]; K-dependent Markov processes [44]; semi-Markov processes, and so forth. The semi-Markov processes generalize the renewal processes as well as the Markov jump processes and have numerous applications, especially in relia bility.
Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1992-11 with total page 652 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Nonparametric Estimation in Markov Processes written by George G. Roussas and published by . This book was released on 1967 with total page 11 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Nonparametric Estimation of Transition Probabilities in a Two stage Duration Model with Applications in AIDS Study written by Michael Waidong Lee and published by . This book was released on 1999 with total page 242 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Advances in Stochastic Models for Reliablity Quality and Safety written by Waltraud Kahle and published by Springer Science & Business Media. This book was released on 1998-08-25 with total page 426 pages. Available in PDF, EPUB and Kindle. Book excerpt: In 24 papers from a 1997 workshop near Magdeburg, Germany, theoreticians, applied statisticians, and practitioners discuss their current work and compare and evaluate models and methods. Within sections on lifetime analysis, reliability analysis, network analysis, and process control, they consider such topics as acceptance regions and their application in lifetime estimation, stochastic models for the return of used devices, a unified approach to the reliability of recurrent structures, and controlling a process with three different states. Annotation copyrighted by Book News, Inc., Portland, OR
