Identifiability of the multinormal and other distributions under competing risks model
نویسندگان
چکیده
منابع مشابه
The Identifiability Problem for Repairable Systems Subject to Competing Risks
Within reliability theory, identifiability problems arise through competing risks. If we have a series system of several components, and if that system is replaced or repaired to as good as new on failure, then the different component failures represent competing risks for the system. It is well known that the underlying component failure distributions cannot be estimated from the observable da...
متن کاملParametric Estimation in a Recurrent Competing Risks Model
A resource-efficient approach to making inferences about the distributional properties of the failure times in a competing risks setting is presented. Efficiency is gained by observing recurrences of the compet- ing risks over a random monitoring period. The resulting model is called the recurrent competing risks model (RCRM) and is coupled with two repair strategies whenever the system fails. ...
متن کاملHessian orders and multinormal distributions
Several well known integral stochastic orders (like the convex order, the supermodular order, etc.) can be defined in terms of the Hessian matrix of a class of functions. Here we consider a generic Hessian order, i.e., an integral stochastic order defined through a convex coneH of Hessian matrices, and we prove that if two random vectors are ordered by the Hessian order, then their means are eq...
متن کاملPerfectly random sampling of truncated multinormal distributions
A “coupling from the past” construction of the Gibbs sampler process is used to perfectly simulate a random vector in a box B, a Cartesian product of bounded intervals. An algorithm to sample vectors with multinormal distribution truncated to B is implemented. AMS Classification 60G15 60G10 65C05
متن کاملthe innovation of a statistical model to estimate dependable rainfall (dr) and develop it for determination and classification of drought and wet years of iran
آب حاصل از بارش منبع تأمین نیازهای بی شمار جانداران به ویژه انسان است و هرگونه کاهش در کم و کیف آن مستقیماً حیات موجودات زنده را تحت تأثیر منفی قرار می دهد. نوسان سال به سال بارش از ویژگی های اساسی و بسیار مهم بارش های سالانه ایران محسوب می شود که آثار زیان بار آن در تمام عرصه های اقتصادی، اجتماعی و حتی سیاسی- امنیتی به نحوی منعکس می شود. چون میزان آب ناشی از بارش یکی از مولفه های اصلی برنامه ...
15 صفحه اولذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 1978
ISSN: 0047-259X
DOI: 10.1016/0047-259x(78)90064-7