Parameter estimation for multi-state coherent series and parallel systems with positively quadrant dependent models

DOI10.1007/S13171-020-00217-0MaRDI QIDQ2082345zbMATH OpenOpenAlexFDO

Authors Leena Kulkarni, S. V. Sabnis, Sujit K. Ghosh

Publication date 4 October 2022

Published in Sankhyā. Series A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s13171-020-00217-0

zbMATH Keywords

Farlie-Gumbel-Morgenstern distributiongeneralized method of momentsmaximum likelihood estimationmulti-state series systempositively quadrant dependent

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Reliability and life testing (62N05)

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Cites work

• A kolmogorov-smirnov type test for positive quadrant dependence
• Algorithm 778: L-BFGS-B
• Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator
• Dependence modeling with copulas
• Goodness-of-fit tests when parameters are estimated
• scientific article; zbMATH DE number 1924497 (Why is no real title available?)
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• Multi-state System Reliability Analysis and Optimization for Engineers and Industrial Managers
• Multistate systems reliability theory with applications.
• Numerical recipes in C++. The art of scientific computing
• Testing for Concordance Ordering
• The new generalization of Farlie-Gumbel-Morgenstern copulas
• Weak and strong uniform consistency of the kernel estimate of a density and its derivatives

Cited in

(2)

• Estimating the parameters of a dependent model and applying it to environmental data set
• Bounds for joint probabilities of multistate systems using preservation of log‐concavity

Describes a project that uses

Uses Software

• L-BFGS-B
• CopulaModel

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