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題 名 | A Pseudo-Likelihood Estimation Method for Nonhomogeneous Gamma Process Model with Random Effects |
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作 者 | Wang, Xiao; | 書刊名 | Statistica Sinica |
卷 期 | 18:3 2008.07[民97.07] |
頁 次 | 頁1153-1163 |
分類號 | 319.5 |
關鍵詞 | Degradation data; Empirical process; Greatest convex minorant; Pseudo-likelihood; Profile likelihood; Gamma process; |
語 文 | 英文(English) |
英文摘要 | We study a semiparametric pseudo-likelihood inference for nonhomogeneous Gamma process with random effects for degradation data. The setting for degradation data is one in which n independent subjects, each with a nonhomogeneous Gamma process, are observed at possible different times. The random effects are used to represent heterogeneity of degradation paths. To obtain the maximum pseudo-likelihood estimator, we use the Pool Adjacent Violators Algorithm. We study the asymptotic properties for this estimator. A simulation study is conducted to validate the method and its application is illustrated by using degradation data of a civil engineering structure to estimate its reliability. |
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