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  • 标题:ANOTHER LOOK AT NONPARAMETRIC ESTIMATION FOR TREND RENEWAL PROCESSES
  • 本地全文:下载
  • 作者:Yasuhiro Saito ; Tadashi Dohi
  • 期刊名称:日本オペレーションズ・リサーチ学会論文誌
  • 印刷版ISSN:0453-4514
  • 电子版ISSN:2188-8299
  • 出版年度:2016
  • 卷号:59
  • 期号:4
  • 页码:312-333
  • DOI:10.15807/jorsj.59.312
  • 语种:English
  • 出版社:Japan Science and Technology Information Aggregator, Electronic
  • 摘要:

    A trend renewal process is characterized by a counting process and a renewal process which are mutually transformed with each other by a trend function, and plays a significant role to represent a sub-class of general repair models. In this paper we develop another nonparametric estimation method for trend renewal processes, where the form of failure rate function in the renewal process is unknown. It is regarded as a dual approach for the nonparametric monotone maximum likelihood estimator by Heggland and Lindqvist (2007) and complements their result under the assumption that the form of trend (intensity) function is unknown. We validate our nonparametric estimator through simulation experiments and apply to a field data analysis of a repairable system.

  • 关键词:Reliability;repairable system;trend renewal process;trend function;failure rate function;nonparametric maximum likelihood estimator
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