Abstract #300820

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JSM 2003 Abstract #300820
Activity Number: 88
Type: Contributed
Date/Time: Monday, August 4, 2003 : 8:30 AM to 10:20 AM
Sponsor: Section on Nonparametric Statistics
Abstract - #300820
Title: Nonparametric Estimation of the Degradation Function in a Class of Nonhomogeneous Gaussian Process
Author(s): Xiao Wang*+
Companies: University of Michigan
Address: 437 West Hall 550 East University St., Ann Arbor, MI, 48109,
Keywords: nonparametric estimation ; degradation and reliability data ; Wiener process ; time to failure
Abstract:

We consider a class of degradation models based on nonhomogeneous Gaussian processes.These models are very flexible and accommodate a variety of degradation shapes including increasing, decreasing, and constant degratation rates.This talk will focus on nonparametric estimation of the degradation function under several different data collection schemes.The asymptotic behavior of the estimators and their use for model selection and goodness-of-fit tests will also be discussed.


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