Predicting future failure times by using quantile regression

Jorge Navarro () and Francesco Buono ()
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Jorge Navarro: Universidad de Murcia
Francesco Buono: Università di Napoli Federico II

Metrika: International Journal for Theoretical and Applied Statistics, 2023, vol. 86, issue 5, No 3, 543-576

Abstract: Abstract The purpose of the paper is to study how to predict the future failure times in a sample from the early failures (type II censored data). We consider both the case of independent and dependent lifetimes. In both cases we assume identically distributed random variables. To predict the future failures we use quantile regression techniques that also provide prediction regions for them. Some illustrative examples show how to apply the theoretical results to simulated and real data sets.

Keywords: Order statistics; Copula; Distorted distributions; Quantile regression; Type II censoring (search for similar items in EconPapers)
Date: 2023
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s00184-022-00884-z

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