[Estimation non-paramétrique renouvellement–défaillance–dégradation simultanés avec des risques concurrents]
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.
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.
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@article{CRMATH_2006__342_1_63_0,
author = {Bagdonavi\v{c}ius, Vilijandas and Bikelis, Algimantas and Kazakevi\v{c}ius, Vytautas and Nikulin, Mikhail},
title = {Non-parametric estimation from simultaneous renewal{\textendash}failure{\textendash}degradation data with competing risks},
journal = {Comptes Rendus. Math\'ematique},
pages = {63--68},
publisher = {Elsevier},
volume = {342},
number = {1},
year = {2006},
doi = {10.1016/j.crma.2005.11.001},
language = {en},
url = {http://archive.numdam.org/articles/10.1016/j.crma.2005.11.001/}
}
TY - JOUR AU - Bagdonavičius, Vilijandas AU - Bikelis, Algimantas AU - Kazakevičius, Vytautas AU - Nikulin, Mikhail TI - Non-parametric estimation from simultaneous renewal–failure–degradation data with competing risks JO - Comptes Rendus. Mathématique PY - 2006 SP - 63 EP - 68 VL - 342 IS - 1 PB - Elsevier UR - http://archive.numdam.org/articles/10.1016/j.crma.2005.11.001/ DO - 10.1016/j.crma.2005.11.001 LA - en ID - CRMATH_2006__342_1_63_0 ER -
%0 Journal Article %A Bagdonavičius, Vilijandas %A Bikelis, Algimantas %A Kazakevičius, Vytautas %A Nikulin, Mikhail %T Non-parametric estimation from simultaneous renewal–failure–degradation data with competing risks %J Comptes Rendus. Mathématique %D 2006 %P 63-68 %V 342 %N 1 %I Elsevier %U http://archive.numdam.org/articles/10.1016/j.crma.2005.11.001/ %R 10.1016/j.crma.2005.11.001 %G en %F CRMATH_2006__342_1_63_0
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://archive.numdam.org/articles/10.1016/j.crma.2005.11.001/
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