Some parametric and semiparametric inference in survival analysis and reliability

生存分析和可靠性中的一些参数和半参数推理

• 批准号: RGPIN-2015-05211
• 负责人: Balakrishnan, Narayanaswamy
• 金额: $ 2.26万
• 依托单位: McMaster University
• 依托单位国家: 加拿大
• 项目类别: Discovery Grants Program - Individual
• 财政年份: 2016
• 资助国家: 加拿大
• 起止时间: 2016-01-01 至 2017-12-31
• 项目状态: 已结题
• 来源: https://www.nserc-crsng.gc.ca/ase-oro/Details-Detailles_eng.asp?id=613416
• 关键词: Some; parametric; semiparametric; inference; survival

During the past 6 years, my research has focused mainly on Survival Analysis, Reliability Analysis, Ordered Data Analysis and Distribution Theory. I plan to pursue some outstanding problems in all these areas. SURVIVAL ANALYSIS: Much work has been done on panel count data analysis and efficient nonparametric tests have been developed by assuming the counting process of the recurrent event to be a non-homogeneous Poisson process. However, Poisson process is quite a restrictive model as it is equi-dispersed and I propose to generalize by assuming a weighted Poisson process for the recurrent event incorporating weight functions to capture over- and under-dispersion. Many flexible cure rate models and associated parametric inference have been studied. I propose to develop cure rate models in a semi-parametric setup through a proportional hazards model and then develop inferential methods under parametric and nonparametric forms of the baseline hazard function. RELIABILITY ANALYSIS: Likelihood inference for one-shot device test data has been studied for different lifetime distributions. I plan to extend this work in two directions: to develop semi-parametric inference and to consider competing-cause scenario and develop associated inferential methods. I also plan to develop optimal design of tests based on prior information. Much work has been done on Wiener and gamma degradation models. However, no work has been done on the development of acceptance sampling plans for units whose failures are monitored by some degradation process, and I plan to work on this issue and also develop sample size determination methods that will be useful for reliability engineers. ORDERED DATA ANALYSIS: The notion of signatures enables a systematic study of coherent reliability systems. Recently, ordered signatures have been introduced based on conditional failure probabilities of systems given the ordered failure times of n systems. I want to explore their use in developing likelihood inference, especially efficient EM-algorithms, as well as exact nonparametric inference for some lifetime parameters of interest, such as quantile, reliability and cumulative hazard, based on system lifetime data. DISTRIBUTION THEORY: Several new multivariate skewed distributions have been introduced in the literature and their skewness properties and tests for skewness have been studied. I plan to carry out a similar detailed study of multivariate kurtosis measures as well as tests for kurtosis, especially for testing multivariate normality. Anticipated Outcomes and Benefits to the Field and to Canada: Most post-docs and PhD students I supervised have taken up positions in many institutions across the world, including Calgary, Manitoba and McMaster in Canada. Some others have joined Canadian companies such as Bombardier, BMO, CIBC, RBC, GE Capital and Rogers. I anticipate the proposed work to result in similar benefits.

在过去的6年里，我的研究主要集中在生存分析，可靠性分析，有序数据分析和分布理论。我计划在所有这些领域继续处理一些悬而未决的问题。 存活率分析：面板计数数据分析已经做了大量的工作和有效的非参数检验已经通过假设的计数过程的复发事件是一个非齐次泊松过程。然而，泊松过程是一个相当严格的模型，因为它是等分散的，我建议通过假设加权泊松过程的经常性事件结合权重函数来捕捉过度和分散不足。 许多灵活的治愈率模型和相关的参数推断已被研究。我建议通过比例风险模型在半参数设置中开发治愈率模型，然后在基线风险函数的参数和非参数形式下开发推断方法。 可靠性分析：针对不同的寿命分布，研究了一次性器件测试数据的似然推断。我计划在两个方向上扩展这项工作：发展半参数推理和考虑竞争原因的情况下，并开发相关的推理方法。我还计划根据先验信息开发最佳测试设计。 维纳和伽马退化模型已经做了大量的工作。然而，没有工作已经做了一些退化过程中监测的故障的单位的验收抽样计划的发展，我计划在这个问题上的工作，并制定样本量的确定方法，这将是有用的可靠性工程师。 有序数据分析：签名的概念使一致的可靠性系统的系统研究。最近，有序签名已被引入基于系统的条件失效概率给定的有序失效时间的n个系统。我想探讨他们的使用在开发似然推断，特别是有效的EM算法，以及精确的非参数推断的一些寿命参数的利益，如分位数，可靠性和累积风险，基于系统寿命数据。 分布理论：文献中介绍了几种新的多元偏态分布，并研究了它们的偏态性质和偏态检验。我计划对多变量峰度度量和峰度检验进行类似的详细研究，特别是检验多变量正态性。 预期成果和对该领域和加拿大的好处：我指导的大多数博士后和博士生都在世界各地的许多机构任职，包括加拿大的卡尔加里、马尼托巴和麦克马斯特。其他一些人加入了加拿大公司，如庞巴迪，BMO，CIBC，RBC，GE Capital和罗杰斯。我预计拟议的工作将产生类似的好处。