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Hazard Regression Analysis

  • M. Luz Gámiz
  • K. B. Kulasekera
  • Nikolaos Limnios
  • Bo Henry Lindqvist
Chapter
Part of the Springer Series in Reliability Engineering book series (RELIABILITY)

Abstract

This chapter is devoted to the analysis of certain models that describe in some way the relationship between the time-to-failure of a system and a set of explanatory variables (hereafter called covariates) that represent endogenous or exogenous information relevant (or maybe not) to the deterioration process of the system. The relationship between lifetime and covariates is expressed in terms of the hazard function and we consider as starting point the semi-parametric Cox proportional hazard model that is extended in several ways leading to more flexible models that may cover a wider range of practical situations. In each case, we present different techniques of estimation of the model. Finally, we focus the problem from a nonparametric point of view. Although the nonparametric estimation of the hazard function may be tackled in several ways, we consider an estimator obtained as the ratio of nonparametric estimators of the conditional density an the survival function

Keywords

Hazard Function Quantile Regression Baseline Hazard Partial Likelihood Bandwidth Selection 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag London Limited 2011

Authors and Affiliations

  • M. Luz Gámiz
    • 1
  • K. B. Kulasekera
    • 2
  • Nikolaos Limnios
    • 3
  • Bo Henry Lindqvist
    • 4
  1. 1.Facultad Ciencias, Depto. Estadistica e Investigacion OperativaUniversidad GranadaGranadaSpain
  2. 2.Department of Mathematical SciencesClemson UniversityClemsonUSA
  3. 3.Centre de Recherches de Royallieu, Laboratoire de Mathématiques AppliquéesUniversité de Technologie de CompiègneCompiègneFrance
  4. 4.Department of Mathematical SciencesNorwegian University of Science and TechnologyTrondheimNorway

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