Robust Prediction and Interpolation for Vector Stationary Processes. 2d Enriched Version.

Abstract

The main objectives of this research have been the development of smooth nonparametric estimators of quantile functions from right-censored data and the further study of smooth density estimators from censored observations. In particular, kernel type and generalized quantile estimators have been obtained under censoring which give better estimates of percentiles of the lifetime distribution than the usual product-limit quantile estimator. Other new results include the study of linear empirical Bayes estimators, prediction intervals for the inverse Gaussian distribution, nonparametric hazard rate estimation under censoring, nonparametric inference for step-stress accelerated life tests under censoring. Discrete failure models, reliability estimation when cause of failure is partially known, Gompertzian failure models, simultaneous confidence intervals for pairwise differences of normal means, and optimal designs for comparing treatments with a control.

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Document Details

Document Type
Technical Report
Publication Date
May 01, 1987
Accession Number
ADA185875

Entities

People

  • P. Papantoni-kazakos

Organizations

  • University of Connecticut

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Air Force
  • Algorithms
  • Computer Science
  • Computers
  • Connecticut
  • Electrical Engineering
  • Engineering
  • Estimators
  • Filtration
  • Information Science
  • Information Theory
  • Life Tests
  • Linear Filtering
  • Multiple Access
  • Stationary Processes
  • Stochastic Processes
  • Time Series Analysis

Fields of Study

  • Mathematics

Readers

  • Statistical inference.

Technology Areas

  • AI & ML
  • AI & ML - Bayesian Inference
  • AI & ML - Machine Learning Algorithms