On Nonparametric Estimation of Reliability Indices

Abstract

The paper proposes nonparametric estimates for exponential cumulative intensity functions based on the generalized model of random censorship from the right. For respectively normed estimates, the results on strong approximationof them by a sequence of square integrable orthogonal martingales and on the weak convergence to the limit Gaussian process are proved.

Identifiers

DOI

10.1137/s0040585x97976702

Citations and references