Alternative interval estimation for parameters of bivariate exponential model with time varying covariate
This paper investigates several alternative methods of constructing confidence interval estimates based on the bootstrap and jackknife techniques for the parameters of a parallel two-component system model with dependent failure and a time varying covariate, when data is censored. This model is an e...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English English |
| Published: |
Springer Verlag
2008
|
| Online Access: | http://psasir.upm.edu.my/id/eprint/7020/ http://psasir.upm.edu.my/id/eprint/7020/1/Alternative%20interval%20estimation.pdf |
| _version_ | 1848840480291291136 |
|---|---|
| author | Arasan, Jayanthi Lunn, Mary |
| author_facet | Arasan, Jayanthi Lunn, Mary |
| author_sort | Arasan, Jayanthi |
| building | UPM Institutional Repository |
| collection | Online Access |
| description | This paper investigates several alternative methods of constructing confidence interval estimates based on the bootstrap and jackknife techniques for the parameters of a parallel two-component system model with dependent failure and a time varying covariate, when data is censored. This model is an extension of the bivariate exponential model. Bootstrap confidence interval techniques, the bootstrap-t,
bootstrap-percentile andBCamethods are compared with the confidence interval based on the jackknife via coverage probability study using simulated data. The results clearly
indicate that the jackknife technique works far better than any of the bootstrap techniques when dealing with censored data. |
| first_indexed | 2025-11-15T07:28:01Z |
| format | Article |
| id | upm-7020 |
| institution | Universiti Putra Malaysia |
| institution_category | Local University |
| language | English English |
| last_indexed | 2025-11-15T07:28:01Z |
| publishDate | 2008 |
| publisher | Springer Verlag |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | upm-70202015-12-02T03:44:28Z http://psasir.upm.edu.my/id/eprint/7020/ Alternative interval estimation for parameters of bivariate exponential model with time varying covariate Arasan, Jayanthi Lunn, Mary This paper investigates several alternative methods of constructing confidence interval estimates based on the bootstrap and jackknife techniques for the parameters of a parallel two-component system model with dependent failure and a time varying covariate, when data is censored. This model is an extension of the bivariate exponential model. Bootstrap confidence interval techniques, the bootstrap-t, bootstrap-percentile andBCamethods are compared with the confidence interval based on the jackknife via coverage probability study using simulated data. The results clearly indicate that the jackknife technique works far better than any of the bootstrap techniques when dealing with censored data. Springer Verlag 2008 Article PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/7020/1/Alternative%20interval%20estimation.pdf Arasan, Jayanthi and Lunn, Mary (2008) Alternative interval estimation for parameters of bivariate exponential model with time varying covariate. Computational Statistics, 23 (4). pp. 605-622. ISSN 0943-4062 http://dx.doi.org/10.1007/s00180-007-0101-9 10.1007/s00180-007-0101-9 English |
| spellingShingle | Arasan, Jayanthi Lunn, Mary Alternative interval estimation for parameters of bivariate exponential model with time varying covariate |
| title | Alternative interval estimation for parameters of bivariate exponential model with time varying covariate |
| title_full | Alternative interval estimation for parameters of bivariate exponential model with time varying covariate |
| title_fullStr | Alternative interval estimation for parameters of bivariate exponential model with time varying covariate |
| title_full_unstemmed | Alternative interval estimation for parameters of bivariate exponential model with time varying covariate |
| title_short | Alternative interval estimation for parameters of bivariate exponential model with time varying covariate |
| title_sort | alternative interval estimation for parameters of bivariate exponential model with time varying covariate |
| url | http://psasir.upm.edu.my/id/eprint/7020/ http://psasir.upm.edu.my/id/eprint/7020/ http://psasir.upm.edu.my/id/eprint/7020/ http://psasir.upm.edu.my/id/eprint/7020/1/Alternative%20interval%20estimation.pdf |