Smooth Recurrent Estimation of the Reliability Function

被引:5
作者
Koshkin, G. M. [1 ]
机构
[1] Natl Res Tomsk State Univ, Tomsk, Russia
关键词
reliability function; smooth recurrent kernel estimator; mean square error; asymptotic normality; recurrent interval estimator;
D O I
10.1007/s11182-015-0603-9
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
Smooth recurrent nonparametric estimator of the reliability function based on the Laplace kernel functions is suggested. The asymptotic mean square error (MSE) of estimator and its limiting distribution are obtained that allow a recurrent interval estimator of the reliability function to be constructed. Advantages of the recurrent estimators in comparison with standard algorithms are discussed.
引用
收藏
页码:1018 / 1025
页数:8
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