Semiparametric Inference for an Extended Geometric Failure Rate Reduction Model


Séminaire Probabilités & Statistique

14/03/2019 - 14:30 Mr Olivier Gaudoin (Grenoble INP) Salle 106 - Batiment IMAG

This paper introduces a new imperfect maintenance model, which is an extension of Finkelstein's Geometric Failure Rate Reduction model. Based on the observation of several systems, the semiparametric inference in this model is studied. Estimators of the Euclidean and functional model parameters are derived and their asymptotic normality is proved. A simulation study and an application on a real dataset are also presented.