Wiener processes with random effects for degradation data

DOI10.1016/J.JMVA.2008.12.007zbMath1178.62091OpenAlexW2033756468MaRDI QIDQ1049539

Xiao Wang

Publication date: 12 January 2010

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2008.12.007

zbMATH Keywords

bootstrapreliabilityEM algorithmWiener processempirical processesrandom effectsdegradationbridge beam data

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05) Estimation in survival analysis and censored data (62N02) Reliability and life testing (62N05)

Related Items (53)

Estimating duration distribution aided by auxiliary longitudinal measures in presence of missing time origin ⋮ A new residual life prediction method for complex systems based on Wiener process and evidential reasoning ⋮ Optimum step-stress accelerated degradation test for Wiener degradation process under constraints ⋮ A time-discrete and zero-adjusted gamma process model with application to degradation analysis ⋮ Mis-specification Analyses of Nonlinear Wiener Process-based Degradation Models ⋮ Condition-based maintenance using the inverse Gaussian degradation model ⋮ Degradation-based maintenance decision using stochastic filtering for systems under imperfect maintenance ⋮ A new result on lifetime estimation based on skew-Wiener degradation model ⋮ Two reliability acceptance sampling plans for items subject to Wiener process of degradation ⋮ Degradation data analysis and remaining useful life estimation: a review on Wiener-process-based methods ⋮ Degradation Modeling, Analysis, and Applications on Lifetime Prediction ⋮ Variational Bayesian analysis for Wiener degradation model with random effects ⋮ The inverse Gaussian process with a skew-normal distribution as a degradation model ⋮ Two-dimensional diffusion processes as models in lifetime studies ⋮ On computation of semiparametric maximum likelihood estimators with shape constraints ⋮ Mis-specification analyses and optimum degradation test plan for Wiener and inverse Gaussian processes ⋮ Reliability modelling considering multi-dimensional cognitive uncertainties based on uncertainty theory ⋮ Condition-based maintenance for a \(K\)-out-of-\(N\) deteriorating system under periodic inspection with failure dependence ⋮ Residual life estimation under time-varying conditions based on a Wiener process ⋮ Bivariate degradation modelling with marginal heterogeneous stochastic processes ⋮ Degradation model analysis of two-component series and parallel systems ⋮ A reliability estimation approach via Wiener degradation model with measurement errors ⋮ Optimum degradation test plan under model mis-specification for Wiener and gamma processes ⋮ The geometric structure on a degradation model with application to optimal design under a cost constraint ⋮ CUSUM control schemes for monitoring Wiener processes ⋮ On the conditional increments of degradation processes ⋮ Real-time reliability evaluation of two-phase Wiener degradation process ⋮ A Bayesian framework for reliability assessment via Wiener process and MCMC ⋮ Bivariate nonlinear diffusion degradation process modeling via copula and MCMC ⋮ Reliability modeling for systems with multiple degradation processes using inverse Gaussian process and copulas ⋮ First passage time of a Lévy degradation model with random effects ⋮ Performance Degradation Analysis of Doppler Velocity Sensor Based on Inverse Gaussian Process and Poisson Shock ⋮ Reliability-based measures and prognostic analysis of a \(K\)-out-of-\(N\) system in a random environment ⋮ A semiparametric inverse‐Gaussian model and inference for survival data with a cured proportion ⋮ Mean first passage times of two-dimensional processes with jumps ⋮ An evidence theory based model fusion method for degradation modeling and statistical analysis ⋮ Stochastic degradation process modeling and remaining useful life estimation with flexible random-effects ⋮ A Wiener process model with truncated normal distribution for reliability analysis ⋮ Semiparametric inference on a class of Wiener processes ⋮ Stochastic methodology for prognostics under continuously varying environmental profiles ⋮ Parametric inference in a perturbed gamma degradation process ⋮ Bivariate degradation analysis of products based on Wiener processes and copulas ⋮ Residual life estimation based on bivariate Wiener degradation process with time-scale transformations ⋮ Residual Life Estimation Based on a Generalized Wiener Process with Skew-normal Random Effects ⋮ Residual life estimation based on bivariate non-stationary gamma degradation process ⋮ Residual life estimation based on nonlinear-multivariate Wiener processes ⋮ A Model for Residual Life Prediction Based on Brownian Motion in Framework of Similarity ⋮ Reliability estimation from two types of accelerated testing data based on an artificial neural network supported Wiener process ⋮ Geometry on the statistical manifold induced by the degradation model with soft failure data ⋮ Reliability assessment for products with two performance characteristics based on marginal stochastic processes and copulas ⋮ Reliability analysis for degradation and shock process based on truncated normal distribution ⋮ Adaptive Bayesian prediction of reliability based on degradation process ⋮ Unbiased parameters estimation and mis-specification analysis of Wiener process-based degradation model with random effects

Uses Software

• bootstrap
• SPLIDA

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Two likelihood-based semiparametric estimation methods for panel count data with covariates
• Covariates and random effects in a Gamma process model with application to degradation and failure
• Survival in dynamic environments
• Statistical properties of the generalized inverse Gaussian distribution
• Modelling accelerated degradation data using Wiener diffusion with a time scale transformation
• ML estimation of the multivariate \(t\) distribution and the EM algorithm
• Bayesian experimental design: A review
• Two estimators of the mean of a counting process with panel count data.
• Estimating degradation by a Wiener diffusion process subject to measurement error
• Weak convergence and empirical processes. With applications to statistics
• Robust Estimation of the Mean and Covariance Matrix from Data with Missing Values
• Nonparametric standard errors and confidence intervals
• Using Degradation Measures to Estimate a Time-to-Failure Distribution
• Estimation in degradation models with explanatory variables
• Models for Variable-Stress Accelerated Life Testing Experiments Based on Wiener Processes and the Inverse Gaussian Distribution

This page was built for publication: Wiener processes with random effects for degradation data