On the Markov Three-State Progressive Model

Jacobo Uña-Álvarez ()
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Jacobo Uña-Álvarez: Universidad de Vigo

Chapter Chapter 19 in Recent Advances in System Reliability, 2012, pp 269-281 from Springer

Abstract: Abstract In this work we revisit the Markov three-state progressive model. Several characterizations of the Markov condition are discussed, and nonparametric estimators of important targets such as the bivariate distibution of the event times or the transition probabilities are motivated. Three points of special interest are considered: (1) the relative improvements when introducing the Markov condition in the construction of the estimators; (2) bootstrap algorithms to resample under markovianity; and (3) goodness-of-fit testing for the Markov assumption. Simulation studies and some technical derivations are included.

Keywords: Progressive Model; Stationary Markov; Nonparametric Estimator; Markov Assumption; Aalen-Johansen Estimator (search for similar items in EconPapers)
Date: 2012
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Persistent link: https://EconPapers.repec.org/RePEc:spr:ssrchp:978-1-4471-2207-4_19

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DOI: 10.1007/978-1-4471-2207-4_19

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