Semiparametric Methods of Time Scale Selection

In several reliability applications, there may not be a unique plausible scale in which to analyze failure. In this paper, I consider semiparametric methods of time scale selection. I propose a rank-based estimator of the time scale parameters that can readily handle censored observations. I illustrate how to assess the form of the time scale through generalized residuals. I also give ideas for nonparametric estimation of the time scale.

[1]  James M. Robins,et al.  Semiparametric estimation of an accelerated failure time model with time-dependent covariates , 1992 .

[2]  Zhiliang Ying,et al.  Semiparametric inference for the accelerated life model with time-dependent covariates , 1995 .

[3]  L. Bordes Semiparametric Additive Accelerated Life Models , 1999 .

[4]  D Oakes,et al.  Multiple time scales in survival analysis , 1995, Lifetime data analysis.

[5]  Pascal Sarda,et al.  Quantile regression: a nonparametric approach , 1988 .

[6]  Ilya Gertsbakh,et al.  System state monitoring and lifetime scales—II , 1995 .

[7]  T Duchesne,et al.  Alternative Time Scales and Failure Time Models , 2000, Lifetime data analysis.

[8]  David R. Cox,et al.  A Note on Multiple Time Scales in Life Testing , 1979 .

[9]  Mikhail Nikulin,et al.  Transfer functionals and semiparametric regression models , 1997 .

[10]  K B Kordonsky,et al.  Multiple Time Scales and the Lifetime Coefficient of Variation: Engineering Applications , 1997, Lifetime data analysis.

[11]  I. Gertsbakh,et al.  Choice of the best time scale for system reliability analysis , 1993 .

[12]  T J Cole,et al.  Smoothing reference centile curves: the LMS method and penalized likelihood. , 1992, Statistics in medicine.

[13]  Zhiliang Ying,et al.  A Large Sample Study of Rank Estimation for Censored Regression Data , 1993 .

[14]  Süleyman Özekici,et al.  Reliability of Complex Devices in Random Environments. , 1987 .

[15]  Mikhail Nikulin,et al.  Asymptotical Analysis of Semiparametric Models in Survival Analysis and Accelerated Life Testing , 1997 .

[16]  J Lawless,et al.  Methods for the estimation of failure distributions and rates from automobile warranty data , 1995, Lifetime data analysis.