Estimation of total time on test transforms for stationary observations
From MaRDI portal
Publication:1275928
DOI10.1016/S0304-4149(97)00029-XzbMath0905.62032MaRDI QIDQ1275928
Publication date: 14 January 1999
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4149(97)00029-x
62G20: Asymptotic properties of nonparametric inference
62G05: Nonparametric estimation
62G30: Order statistics; empirical distribution functions
60F17: Functional limit theorems; invariance principles
Related Items
Some new applications of the total time on test transforms, New estimating equation approaches with application in lifetime data analysis
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Weak convergence for weighted empirical processes of dependent sequences
- An asymptotic theory for empirical reliability and concentration processes
- A note on the strong law of large numbers for positively dependent random variables
- A general resampling scheme for triangular arrays of \(\alpha\)-mixing random variables with application to the problem of spectral density estimation
- On the weak convergence of empirical processes in sup-norm metrics
- Bootstrapping the sample means for stationary mixing sequences
- A Glivenko-Cantelli lemma and weak convergence for empirical processes of associated sequences
- Blockwise bootstrapped empirical process for stationary sequences
- The jackknife and the bootstrap for general stationary observations
- A maximal inequality and dependent Marcinkiewicz-Zygmund strong laws
- Maximal inequalities for partial sums of \(\rho\)-mixing sequences
- On the centering of a simple linear rank statistic
- The Total Time on Test Concept and Its Use in Reliability Theory
- Weak approximations for quantile processes of stationary sequences
- Association of Random Variables, with Applications
