Analysis of crack growth with robust, distribution-free estimators and tests for non-stationary autoregressive processes
autoregressive processconfidence intervalscrack growthmaximum depth estimatornon-stationary processesrobustnesssimplical depthstochastic differential equationtests
Processes with independent increments; Lévy processes (60G51) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Nonparametric estimation (62G05) Nonparametric hypothesis testing (62G10) Nonparametric robustness (62G35) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30)
In order to predict crack growth, it is necessary to predict the direction and magnitude of crack growth at each iteration. This operation required a model for crack growth. One of the best models is the stochastic model. In this paper, the authors are adding a stochastic error term, then they model the crack growth by a non-stationary autoregressive process with Lévy-type errors. The drift parameter of the process is estimated by using the regression depth approach. The authors prove the consistency property of that estimator under quite general assumption on the error distribution. They also use a degenerated U-statistic and establish tests for general hypotheses about the drift parameter, based on an extension of the depth notion to simplicial depth. An empirical part is conducted by using simulation of AR(1) processes with different error distributions (Gumbel, Mixture of Poisson and normal, Normal Frechet), to examine the quality of the constructed test and some other aspects related with.
- Bayesian prediction of crack growth based on a hierarchical diffusion model
- scientific article; zbMATH DE number 527487
- Parameter estimation of the crack lifetime distribution using the expectation-maximization algorithm
- An automatic procedure for mixed‐mode crack growth analysis
- A statistical theory of fatigue crack growth at damage cumulation
- Regression analysis of stochastic fatigue crack growth model in a martingale difference framework
- scientific article; zbMATH DE number 1219021
- On rate independent models for crack propagation
- Bootstrapping explosive autoregressive processes
- Depth estimators and tests based on the likelihood principle with application to regression
- Depth notions for orthogonal regression
- Distribution-free tests for polynomial regression based on simplicial depth
- Maximum likelihood estimators in regression models with infinite variance innovations
- Nonparametric prediction intervals for explosive ar(1)-processes
- Numerical solution of SDE through computer experiments. Including floppy disk
- On a notion of data depth based on random simplices
- On a notion of simplicial depth
- On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations
- On depth and deep points: A calculus.
- On the Statistical Treatment of Linear Stochastic Difference Equations
- Regression Depth
- Robust estimating equation based on statistical depth
- Simulation and inference for stochastic differential equations. With R examples.
- Tests for multiple regression based on simplicial depth
- THE SIGN TEST FOR STOCHASTIC PROCESSES
- Simplified simplicial depth for regression and autoregressive growth processes
- Tests based on simplicial depth for AR(1) models with explosion
- scientific article; zbMATH DE number 7394945 (Why is no real title available?)
- K -depth tests for testing simultaneously independence and other model assumptions in time series
- Regression analysis of stochastic fatigue crack growth model in a martingale difference framework
This page was built for publication: Analysis of crack growth with robust, distribution-free estimators and tests for non-stationary autoregressive processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2442687)
