Simultaneous confidence regions for the parameters of damage processes

DOI10.1007/BF02926397zbMATH Open0793.62056MaRDI QIDQ1324974FDOQ1324974

Authors: Waltraud Kahle 

Publication date: 7 July 1994

Published in: Statistical Papers (Search for Journal in Brave)

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zbMATH Keywords

mixturereliabilityWiener processconvergence ratesmall samplesconfidence estimationsimultaneous confidence regionsasymptotic normality of maximum-likelihood estimationsBartlett adjustment to the likelihood ratio statisticdamage processesimproved confidence estimationlifetime-distributionsobservations of process incrementsprocess observation at discrete time points

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Reliability and life testing (62N05) Parametric tolerance and confidence regions (62F25)

Cites Work

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• On the corrections to the likelihood ratio statistics
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• Zuverlässigkeitsmodelle auf der Grundlage stochastischer Modelle von Verschleiß prozessen
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Cited In (8)

• On approximate confidence intervals for the damage total based on a bivariate Poisson model
• Title not available (Why is that?)
• Title not available (Why is that?)
• Consistency and asymptotic normality of maximum likelihood estimation for Gaussian Markov processes from discrete observations
• Title not available (Why is that?)
• Maximum modulus confidence bands
• Analysis of time-to-failure data for a repairable system subject to degradation
• Title not available (Why is that?)

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