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Degradation-Threshold-Shock Models

by Lehmann, A..

Series: 2006-23, Preprints

62N05 Reliability and life testing
62F10 Point estimation
62M99 None of the above, but in this section

This paper deals with the joint modeling and simultaneous
analysis of failure time data and degradation and covariate data. Many failure mechanisms can be traced to an underlying degradation process and stochastically changing covariates. We consider a general class of reliability models in which failure
is due to the competing causes of degradation and trauma and
express the failure time in terms of degradation and covariates. We compute the survival function of the resulting failure time and derive the likelihood function for the joint
observation of failure time data and degradation data at
discrete times.

Degradation process; degradation-threshold-shock model; DTS-model; traumatic event; threshold; first passage time

This paper was published in:
Nikulin, M., Commenges, D., Huber, C. (eds), Probability, Statistics and Modelling in Public Health, Springer Science+Business Media, 2006, pp. 286-298.