Local linear smoothing to estimate accelerated lifetime model with censoring and truncation

López-Montoya, A.J., Gámiz-Pérez, M.L. & Martinez-Miranda, M. D. (2015). Local linear smoothing to estimate accelerated lifetime model with censoring and truncation. Applied Mathematical Modelling, 39(16), doi: 10.1016/j.apm.2015.03.063

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Abstract

A nonparametric accelerated failure time (AFT) model is considered to evaluate the dependability measures of a water supply system laid in a city of the Mediterranean Sea. To do it, a set of breakdown data of sections of pipe of the system is available.Unlike the usual methods that assume a parametric family for the underlying lifetime, we propose an AFT model with an unspecified distribution for the underlying lifetime.To carry out the model fitting we suggest a two-stage procedure. Firstly, we estimate the influence of certain factors over the lifetime of the system. Secondly, we propose modern and flexible statistical tools based on counting processes to construct a smooth estimate the reliability measure of a specific system. We prove the good asymptotic properties of the estimator.

Item Type: Article
Uncontrolled Keywords: Semi-parametric; Nonparametric; Survival function; Local linear; Water supply system; Bootstrap
Subjects: H Social Sciences > HA Statistics
Divisions: Cass Business School > Faculty of Actuarial Science & Insurance
URI: http://openaccess.city.ac.uk/id/eprint/17076

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