Simultaneous confidence regions for the parameters of damage processes

DOI10.1007/BF02926397zbMath0793.62056MaRDI QIDQ1324974

Waltraud Kahle

Publication date: 7 July 1994

Published in: Statistical Papers (Search for Journal in Brave)

zbMATH Keywords

mixturereliabilityWiener processconvergence ratesmall samplesconfidence estimationsimultaneous confidence regionsasymptotic normality of maximum-likelihood estimationsBartlett adjustment to the likelihood ratio statisticdamage processesimproved confidence estimationlifetime-distributionsobservations of process incrementsprocess observation at discrete time points

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Parametric tolerance and confidence regions (62F25) Markov processes: estimation; hidden Markov models (62M05) Reliability and life testing (62N05)

Related Items

Consistency and asymptotic normality of maximum likelihood estimation for Gaussian Markov processes from discrete observations ⋮ Analysis of time-to-failure data for a repairable system subject to degradation ⋮ Maximum modulus confidence bands

Cites Work

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• Zuverlässigkeitsmodelle auf der Grundlage stochastischer Modelle von Verschleiß prozessen
• On the corrections to the likelihood ratio statistics