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| 引用本文： | ���,��ǿ. ����Copula������Ӧ��-ǿ��ģ�Ϳɿ��ȵķDz�������[J]. 应用概率统计, 2017, 33(1): 91-101 |
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| 作者姓名： | ��� ��ǿ |
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| 作者单位： | ??????????????? |
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| 摘 要： |
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| 关 键 词： | ???-?????? Kaplan-Meier?????? ???? ??????? |
Nonparametric Estimation for Reliability of the#br#Stress-Strength Model Based on Copula Function |
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| QI Hui,GUAN Qiang. Nonparametric Estimation for Reliability of the#br#Stress-Strength Model Based on Copula Function[J]. Chinese Journal of Applied Probability and Statisties, 2017, 33(1): 91-101 |
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| Authors: | QI Hui GUAN Qiang |
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| Affiliation: | Institute of Information Engineering, Sanming University |
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| Abstract: | In this paper, a nonparametric method for reliabilityof the stress-strength model is proposed when the dependent stress variableand strength variable are subject to right censoring. The dependence betweenvariables is measured by the common Farlie-Gumbel-Morgenstern copula functionand Clayton copula function. Using the empirical process theory, consistencyand asymptotic normality of the proposed estimator is established in thispaper. The results of numerical simulation show that the proposed methodperforms well in the case of finite sample. The method proposed in this paperhas a wide application prospect in practice. |
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| Keywords: | stress-strength model Kaplan-Meier estimator right censoring copula function |
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