In this paper we consider a naive estimator of the failure rate function and smooth it using any band-limited window. We show that this smoothed estimate is equivalent to estimates obtainable from the sample hazard function, as in Rice and Rosenblatt (1976). We obtain the asymptotic distribution of the global deviation of the smoothed estimate from the failure rate function, which can then be used to construct uniform confidence bands.
Publié le : 1981-05-14
Classification:
Failure rate function,
consistent estimate,
asymptotic uniform confidence bands,
maxima of stationary processes,
60F05,
60G15,
62G05,
62N05
@article{1176345466,
author = {Sethuraman, J. and Singpurwalla, Nozer D.},
title = {Large Sample Estimates and Uniform Confidence Bounds for the Failure Rate Function Based on a Naive Estimator},
journal = {Ann. Statist.},
volume = {9},
number = {1},
year = {1981},
pages = { 628-632},
language = {en},
url = {http://dml.mathdoc.fr/item/1176345466}
}
Sethuraman, J.; Singpurwalla, Nozer D. Large Sample Estimates and Uniform Confidence Bounds for the Failure Rate Function Based on a Naive Estimator. Ann. Statist., Tome 9 (1981) no. 1, pp. 628-632. http://gdmltest.u-ga.fr/item/1176345466/