Performance of binary markers for censored failure time outcome: nonparametric approach based on proportions

2011 ◽  
Vol 31 (11-12) ◽  
pp. 1113-1128 ◽  
Author(s):  
Laura Antolini ◽  
Maria Grazia Valsecchi
Keyword(s):  
Failure Time ◽  
Nonparametric Approach ◽  
Binary Markers

EVALUATION OF THE RELIABILITY OF COMPLEX TECHNICAL RECONFIGURATION SYSTEMS BY STATISTICAL MODELING METHOD

2019 ◽  
pp. 84-88
Author(s):  
A.Yu. Kulakov
Keyword(s):  
Normal Distribution ◽  
Statistical Modeling ◽  
Quantitative Estimate ◽  
Failure Time ◽  
Modeling Method ◽  
System Failure ◽  
Similar System ◽  
Orbit Control ◽  
Reliability Characteristics ◽  
Complex Technical System

Goal. Assess the reliability of a complex technical system with periodic reconfiguration and compare the results obtained a similar system, but without reconfiguration. Materials and methods. In this article uses the method of statistical modeling (Monte Carlo) to assess the reliability of complex system. We using the normal and exponential distribution of failure time for modeling failures of system elements. Reconfiguration algorithm is the algorithm proposed for the attitude and orbit control system of spacecraft. Results. A computer program has been developed for assessing reliability on the basis of a statistical modeling method, which makes it possible to evaluate systems of varying complexity with exponential and normal distribution, as well as with and without periodic reconfiguration. A quantitative estimate of the reliability as a function of the probability of system failure is obtained. Conclusion. It has been demonstrated that a system with reconfiguration has the best reliability characteristics, both in the case of exponential and normal distribution of failures.

Time dynamic and hierarchical dependence modeling of a supervisory portfolio of banks: a multivariate nonparametric approach

2011 ◽  
Vol 14 (1) ◽  
pp. 3-40
Author(s):  
Sandra Gaisser ◽  
Christoph Memmel ◽  
Rafael Schmidt ◽  
Carsten Wehn
Keyword(s):  
Time Dynamic ◽  
Nonparametric Approach ◽  
Dependence Modeling

A nonparametric approach to analyzing operational risk with an application to insurance fraud

2012 ◽  
Vol 7 (1) ◽  
pp. 57-75 ◽  
Author(s):  
Catalina Bolance ◽  
Mercedes Ayuso ◽  
Montserrat Guillen
Keyword(s):  
Operational Risk ◽  
Insurance Fraud ◽  
Nonparametric Approach
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