Semiparametric Methods of Time Scale Selection

作者: Thierry Duchesne

DOI: 10.1007/978-1-4612-1384-0_18

关键词: Rank (linear algebra)EconometricsEstimatorSemiparametric modelScale (ratio)Semiparametric regressionQuantile regressionNonparametric statisticsComputer scienceReliability (statistics)

摘要: In several reliability applications, there may not be a unique plausible scale in which to analyze failure. this paper, I consider semiparametric methods of time selection. propose rank-based estimator the parameters that can readily handle censored observations. illustrate how assess form through generalized residuals. also give ideas for nonparametric estimation scale.

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