Search Results - subject:"Survival function"

On the linear degradation model with multiple failure modes

Haghighi, Firoozeh; Nikulin, Mikhail - In: Journal of Applied Statistics 37 (2010) 9, pp. 1499-1507

focus on estimating the survival function. A simulation study is conducted to evaluate the performance of the estimating …The purpose of this work is to develop statistical methods for using degradation measure to estimate a survival … function for a linear degradation model. In this paper, we review existing methods and then describe a parametric approach. We …

Persistent link: https://www.econbiz.de/10008674916

The distribution of first-passage times and durations in FOREX and future markets

Sazuka, Naoya; Inoue, Jun-ichi; Scalas, Enrico - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 14, pp. 2839-2853

distributions are used, namely a distribution derived from the Mittag–Leffler survival function and the Weibull distribution. For …

Persistent link: https://www.econbiz.de/10010589861

Some general results for moments in bivariate distributions

Gupta, Ramesh; Tajdari, Mohammad; Bresinsky, Henrik - In: Metrika 68 (2008) 2, pp. 173-187

Persistent link: https://www.econbiz.de/10005598628

On proportional odds models

Sankaran, P.; Jayakumar, K. - In: Statistical Papers 49 (2008) 4, pp. 779-789

Persistent link: https://www.econbiz.de/10008533912

Weighting Two Quality Indexes In Valuation Theory: Survival Function And An Alternative Technique/Ponderando Dos Índices De Calidad En Teoría De Valoración: Función De Supervivenci...

FRANCO NICOLÁS, M.; VIVO MOLINA, J.M. - In: Estudios de Economía Aplicada 25 (2007) Abril, pp. 83-106

In this paper, we analyze the different weighting techniques used in the valuation theory to correct and fi t the market value of an asset with respect to the appraisals from each quality index; particularly in the valuation method of the two functions, under both independence and dependence of...

Persistent link: https://www.econbiz.de/10005690344

A nonparametric test for diagnosis of the proportionality assumption

Choi, Jong-Hoo; Park, Hyo-Il - In: Statistical Papers 48 (2007) 3, pp. 467-477

Persistent link: https://www.econbiz.de/10008486815

Estimation of Pareto Survival Function in the Presence of Outlying Observations

Jeevanand, E. S.; Abdul-Sathar, E. I. - In: Stochastics and Quality Control 21 (2006) 2, pp. 199-208

Abstract In the present paper we discuss the problem of estimating the survival function R ( x ) = P ( X > x ) of the …

Persistent link: https://www.econbiz.de/10014590810

Waiting times between orders and trades in double-auction markets

Scalas, Enrico; Kaizoji, Taisei; Kirchler, Michael; … - In: Physica A: Statistical Mechanics and its Applications 366 (2006) C, pp. 463-471

In this paper, the survival function of waiting times between orders and the corresponding trades in a double … durations, the survival function cannot be represented by a single exponential, thus ruling out the hypothesis of constant …

Persistent link: https://www.econbiz.de/10011063432

An Alternative Simple Proof of a Result Useful in Reliability Shock Models

Anis, M. Z.; Mitra, Murari - In: Stochastics and Quality Control 20 (2005) 2, pp. 287-290

Abstract In this paper, we present a simple proof of a result, which has useful applications in the context of shock models that are important in reliability theory. Though the result can be easily proved using properties of totally positive functions, we introduce a new idea which enables us to...

Persistent link: https://www.econbiz.de/10014590794

The Survival of Family Firms: The Importance of Control and Family Ties

Santarelli, Enrico; Lotti, Francesca - In: International Journal of the Economics of Business 12 (2005) 2, pp. 183-192

The aim of this article is to analyze the survival patterns of a group of family firms which have already spent at least 25 years in the market. To this end, we use the Kaplan-Meier product limit estimator supplemented with qualitative information gathered by direct observation and discussions...

Persistent link: https://www.econbiz.de/10005632725