Geodesic
Statistics/Probability Theory
Non-parametric estimation from simultaneous renewal–failure–degradation data with competing risks
[Estimation non-paramétrique renouvellement–défaillance–dégradation simultanés avec des risques concurrents]

Présenté par : Paul Deheuvels

Bagdonavičius, Vilijandas1 ; Bikelis, Algimantas1 ; Kazakevičius, Vytautas1 ; Nikulin, Mikhail2, 3
1 University of Vilnius, 24, Naugarduko, Vilnius, Lithuania
2 Université Victor-Segalen Bordeaux 2, 146, rue Leo-Saignat, 33076 Bordeaux cedex, France
3 Mathematical Institute, Russian Academy of Sciences, Saint Petersbourg, Russia
Comptes Rendus. Mathématique, Tome 342 (2006) no. 1, pp. 63-68.

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A joint model for linear degradation and competing failure data with partial renewals is proposed. Non-parametric estimation procedures for failure intensities and failure probabilities as functions of degradation level are given. Asymptotic properties of the estimators are investigated.

Nous proposons un modèle conjoint pour des données de dégradation linéaire à taux aléatoire et des défaillances à modalités multiples et compétitives, sous des hypothèses de renouvellement partiel. Les procédures d'estimation non-paramétrique pour les intensités et les probabilités de panne comme fonctions du niveau de dégradation sont données ce qui permet d'obtenir les propriétés asymptotiques des estimateurs.

Reçu le :
Accepté le :
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DOI : 10.1016/j.crma.2005.11.001

Bagdonavičius, Vilijandas 1 ; Bikelis, Algimantas 1 ; Kazakevičius, Vytautas 1 ; Nikulin, Mikhail 2, 3

1 University of Vilnius, 24, Naugarduko, Vilnius, Lithuania
2 Université Victor-Segalen Bordeaux 2, 146, rue Leo-Saignat, 33076 Bordeaux cedex, France
3 Mathematical Institute, Russian Academy of Sciences, Saint Petersbourg, Russia 
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     title = {Non-parametric estimation from simultaneous renewal{\textendash}failure{\textendash}degradation data with competing risks},
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Bagdonavičius, Vilijandas; Bikelis, Algimantas; Kazakevičius, Vytautas; Nikulin, Mikhail. Non-parametric estimation from simultaneous renewal–failure–degradation data with competing risks. Comptes Rendus. Mathématique, Tome 342 (2006) no. 1, pp. 63-68. doi : 10.1016/j.crma.2005.11.001. http://geodesic.mathdoc.fr/articles/10.1016/j.crma.2005.11.001/

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