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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...

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Main Authors: Arasan, Jayanthi, Lunn, Mary
Format: Article
Language:English
English
Published: Springer Verlag 2008
Online Access:http://psasir.upm.edu.my/id/eprint/7020/1/Alternative%20interval%20estimation.pdf
http://psasir.upm.edu.my/id/eprint/7020/
http://dx.doi.org/10.1007/s00180-007-0101-9
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spelling my.upm.eprints.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
institution Universiti Putra Malaysia
building UPM Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Putra Malaysia
content_source UPM Institutional Repository
url_provider http://psasir.upm.edu.my/
language English
English
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.
format Article
author Arasan, Jayanthi
Lunn, Mary
spellingShingle Arasan, Jayanthi
Lunn, Mary
Alternative interval estimation for parameters of bivariate exponential model with time varying covariate
author_facet Arasan, Jayanthi
Lunn, Mary
author_sort Arasan, Jayanthi
title 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_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_sort alternative interval estimation for parameters of bivariate exponential model with time varying covariate
publisher Springer Verlag
publishDate 2008
url http://psasir.upm.edu.my/id/eprint/7020/1/Alternative%20interval%20estimation.pdf
http://psasir.upm.edu.my/id/eprint/7020/
http://dx.doi.org/10.1007/s00180-007-0101-9
_version_ 1643823598888026112
score 13.211869

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