Copulas Arisen from Degradation-Based Time-to-Failure Models
نویسندگان
چکیده
There are a variety of degradation models in the literature, each with certain effect random variation around mean path on time-to-failure device being degraded. To assess dependence that exerts resulting time-to-failure, this paper presents copula functions for time-to-failure-based respect to two well-known models, namely, multiplicative model and additive model. The implied case have explicit forms. proved be symmetric deterministic failure, but copulas obtained when failure is affected uncertainly by asymmetric. Necessary sufficient conditions implicit given.
منابع مشابه
Matroids arisen from matrogenic graphs
Let G be a finite simple graph and let 4(G) be the set of subsets X of V(G) such that the subgraph of G induced by X is threshold. If 4(G) is the independence system of a matroid, then G is called matrogenic [3]. In this paper, we characterize matroids arising from matrogenic graphs.
متن کاملInference from accelerated degradation and failure data based on Gaussian process models.
An important problem in reliability and survival analysis is that of modeling degradation together with any observed failures in a life test. Here, based on a continuous cumulative damage approach with a Gaussian process describing degradation, a general accelerated test model is presented in which failure times and degradation measures can be combined for inference about system lifetime. Some ...
متن کاملFrom Archimedean to Liouville copulas
We use a recent characterization of the d-dimensional Archimedean copulas as the survival copulas of d-dimensional simplex distributions (McNeil and Nešlehová (2009)) to construct new Archimedean copula families, and to examine the relationship between their dependence properties and the radial parts of the corresponding simplex distributions. In particular, a new formula for Kendall’s tau is d...
متن کاملTime-dependent copulas
For the study of dynamic dependence structures, we introduce the concept of pseudo-copulas, extending Patton’s (2001a) definition of conditional copulas, and state the equivalent of Sklar’s theorem for pseudo-copulas. We establish asymptotic normality of nonparametric estimators of the pseudo-copulas under strong mixing assumptions, and discuss applications to specification tests. We complement...
متن کاملAdditive models for conditional copulas
Conditional copulas are flexible statistical tools that couple joint conditional and marginal conditional distributions. In a linear regression setting with more than one covariate and two dependent outcomes, we consider additive models for studying the dependence between covariates and the copula parameter. We examine the computation and model selection tools needed for Bayesian inference. The...
متن کاملذخیره 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: Symmetry
سال: 2022
ISSN: ['0865-4824', '2226-1877']
DOI: https://doi.org/10.3390/sym14040785