Advances in Degradation Modeling: Applications to Reliability, Survival Analysis, and Finance

Front Matter....Pages i-xxxviii
Front Matter....Pages 1-1
Trends in the Statistical Assessment of Reliability....Pages 3-16
Degradation Processes: An Overview....Pages 17-25
Defect Initiation, Growth, and Failure – A General Statistical Model and Data Analyses....Pages 27-37
Properties of Lifetime Estimators Based on Warranty Data Consisting only of Failures....Pages 39-55
Front Matter....Pages 56-56
Shock Models....Pages 59-76
Parametric Shock Models....Pages 77-104
Poisson Approximation of Processes with Locally Independent Increments and Semi-Markov Switching – Toward Application in Reliability....Pages 105-116
On Some Shock Models of Degradation....Pages 117-124
Front Matter....Pages 125-125
The Wiener Process as a Degradation Model: Modeling and Parameter Estimation....Pages 127-146
On the General Degradation Path Model: Review and Simulation....Pages 147-155
A Closer Look at Degradation Models: Classical and Bayesian Approaches....Pages 157-180
Optimal Prophylaxis Policy Under Non-monotone Degradation....Pages 181-194
Deterioration Processes With Increasing Thresholds....Pages 195-208
Failure Time Models Based on Degradation Processes....Pages 209-233
Degradation and Fuzzy Information....Pages 235-240
A New Perspective on Damage Accumulation, Marker Processes, and Weibull’s Distribution....Pages 241-249
Front Matter....Pages 250-250
Reliability Estimation of Mechanical Components Using Accelerated Life Testing Models....Pages 253-274
Reliability Estimation from Failure-Degradation Data with Covariates....Pages 275-291
Asymptotic Properties of Redundant Systems Reliability Estimators....Pages 293-310
An Approach to System Reliability Demonstration Based on Accelerated Test Results on Components....Pages 311-320
Front Matter....Pages 321-321
Robust Versus Nonparametric Approaches and Survival Data Analysis....Pages 323-337
Modelling Recurrent Events for Repairable Systems Under Worse Than Old Assumption....Pages 339-354
Survival Models for Step-Stress Experiments With Lagged Effects....Pages 355-369
Estimation of Density on Censored Data....Pages 371-379
Front Matter....Pages 380-380
Toward a Test for Departure of a Trajectory from a Neighborhood of a Chaotic System....Pages 383-396
Probability Plotting with Independent Competing Risks....Pages 397-414
Back Matter....Pages 415-416