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Exact Semiparametric Inference and Model Selection for Load-Sharing Systems
IEEE Transactions on Reliability ( IF 5.0 ) Pub Date : 2020-09-01 , DOI: 10.1109/tr.2019.2935869
Fabian Mies , Stefan Bedbur

As a specific proportional hazard rates model, sequential order statistics can be used to describe the lifetimes of load-sharing systems. Inference for these systems needs to account for small sample sizes, which are prevalent in reliability applications. By exploiting the probabilistic structure of sequential order statistics, in this article, we derive exact finite-sample inference procedures to test for the load-sharing parameters and for the nonparametrically specified baseline distribution, treating the respective other part as a nuisance quantity. This improves upon previous approaches for the model, which either assume a fully parametric specification or rely on asymptotic results. Simulations show that the tests derived are able to detect deviations from the null hypothesis at small sample sizes. Critical values for a prominent case are tabulated.

中文翻译:

负载共享系统的精确半参数推理和模型选择

作为一种特定的比例风险率模型,顺序顺序统计可用于描述负载共享系统的生命周期。这些系统的推理需要考虑小样本量,这在可靠性应用中很普遍。通过利用顺序顺序统计的概率结构,在本文中,我们推导出精确的有限样本推理程序来测试负载共享参数和非参数指定的基线分布,将各自的另一部分视为干扰量。这改进了模型的先前方法,这些方法要么假设完全参数化规范,要么依赖于渐近结果。模拟表明,导出的检验能够在小样本量下检测与零假设的偏差。
更新日期:2020-09-01
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