Simultaneous confidence regions for the parameters of damage processes

DOI10.1007/BF02926397MaRDI QIDQ1324974zbMATH OpenFDO

Authors Waltraud Kahle

Publication date 7 July 1994

Published in Statistical Papers (Search for Journal in Brave)

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)

Recommendations

• scientific article; zbMATH DE number 1275304
• On approximate confidence intervals for the damage total based on a bivariate Poisson model
• Stochastic properties of a cumulative damage threshold crossing model
• On bivariate cumulative damage models with application
• Simultaneous confidence regions of parameters for Weibull distribution under fixed-time censored tests
• Calculation of confidence intervals for ruin probability in a generalized risk process

Cites work

• scientific article; zbMATH DE number 4011675 (Why is no real title available?)
• scientific article; zbMATH DE number 4036977 (Why is no real title available?)
• scientific article; zbMATH DE number 3998953 (Why is no real title available?)
• On the corrections to the likelihood ratio statistics
• Zuverlässigkeitsmodelle auf der Grundlage stochastischer Modelle von Verschleiß prozessen

Cited in

(8)

• On approximate confidence intervals for the damage total based on a bivariate Poisson model
• scientific article; zbMATH DE number 1275304 (Why is no real title available?)
• scientific article; zbMATH DE number 1218889 (Why is no real title available?)
• Consistency and asymptotic normality of maximum likelihood estimation for Gaussian Markov processes from discrete observations
• scientific article; zbMATH DE number 4147307 (Why is no real title available?)
• Maximum modulus confidence bands
• Analysis of time-to-failure data for a repairable system subject to degradation
• scientific article; zbMATH DE number 1531982 (Why is no real title available?)

This page was built for publication: Simultaneous confidence regions for the parameters of damage processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1324974)