Inference of accelerated dependent competing risks model for Marshall-Olkin bivariate Weibull distribution with nonconstant parameters

DOI10.1016/j.cam.2019.112398zbMath1431.62223OpenAlexW2967534259WikidataQ127361323 ScholiaQ127361323MaRDI QIDQ2332704

Xuchao Bai, Yimin Shi, Hon Keung Tony Ng, Yi-Ming Liu

Publication date: 5 November 2019

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2019.112398

zbMATH Keywords

confidence intervalscopula modelimportance sampling methodMarshall-Olkin bivariate Weibull distributionaccelerated dependent competing risks modelbias-corrected percentile bootstrap methodHPD credible intervalshybrid censoring scheme

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Nonparametric tolerance and confidence regions (62G15) Reliability and life testing (62N05)

Related Items (3)

On a length-biased Birnbaum-Saunders regression model applied to meteorological data ⋮ Statistical inference for dependent stress-strength reliability of multi-state system using generalized survival signature ⋮ Analyzing competing risks data using bivariate Weibull-geometric distribution

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