On nonparametric estimation of reliability indices
Teoriâ veroâtnostej i ee primeneniâ, Tome 43 (1998) no. 1, pp. 141-148
The paper proposes nonparametric estimates for exponential cumulative intensity functions based on the generalized model of random censorship from the right. For respectively normed estimates, the results on strong approximationof them by a sequence of square integrable orthogonal martingales and on the weak convergence to the limit Gaussian process are proved.
Keywords:
cumulative intensity function, censored data, square integrable martingale, Gaussian process.
@article{TVP_1998_43_1_a8,
author = {A. A. Abdushukurov},
title = {On nonparametric estimation of reliability indices},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {141--148},
year = {1998},
volume = {43},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1998_43_1_a8/}
}
A. A. Abdushukurov. On nonparametric estimation of reliability indices. Teoriâ veroâtnostej i ee primeneniâ, Tome 43 (1998) no. 1, pp. 141-148. http://geodesic.mathdoc.fr/item/TVP_1998_43_1_a8/