Semi-parametric proportional intensity models robustness for right-censored recurrent failure data

S.T. Jiang, T.L. Landers and T.R. Rhoads

Reliability Engineering and System Safety, 2005, vol. 90, issue 1, 91-98

Abstract: This paper reports the robustness of the four proportional intensity (PI) models: Prentice–Williams–Peterson-gap time (PWP-GT), PWP-total time (PWP-TT), Andersen–Gill (AG), and Wei–Lin–Weissfeld (WLW), for right-censored recurrent failure event data. The results are beneficial to practitioners in anticipating the more favorable engineering application domains and selecting appropriate PI models. The PWP-GT and AG prove to be models of choice over ranges of sample sizes, shape parameters, and censoring severity. At the smaller sample size (U=60), where there are 30 per class for a two-level covariate, the PWP-GT proves to perform well for moderate right-censoring (Pc≤0.8), where 80% of the units have some censoring, and moderately decreasing, constant, and moderately increasing rates of occurrence of failures (power-law NHPP shape parameter in the range of 0.8≤δ≤1.8). For the large sample size (U=180), the PWP-GT performs well for severe right-censoring (0.8Keywords: Repairable systems reliability; Right-censoring; Recurrent events; Proportional intensity models; Non-homogeneous Poisson process; Prentice–Williams–Peterson (search for similar items in EconPapers)
Date: 2005
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Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:reensy:v:90:y:2005:i:1:p:91-98

DOI: 10.1016/j.ress.2004.11.017

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