Local linear smoothing to estimate accelerated lifetime model with censoring and truncation. Applied Mathematical Modelling, 39(16), doi: 10.1016Modelling, 39(16), doi: 10. /j.apm.2015 This is the accepted version of the paper.This version of the publication may differ from the final published version.
Permanent
University of Granada María Dolores Martínez-Miranda
University of Granada Cass Business School, City University London
AbstractA nonparametric Accelerated Failure Time (AFT ) model is considered to evaluate the dependability measures of a water supply system laid in a city of the Mediterranean Sea. To do it, a set of breakdown data of sections of pipe of the system is available.Unlike the usual methods that assume a parametric family for the underlying lifetime, we propose an AFT model with an unspecified distribution for the underlying lifetime.To carry out the model fitting we suggest a two-stage procedure. Firstly, we estimate the influence of certain factors over the lifetime of the system. Secondly, we propose modern and flexible statistical tools based on counting processes to construct a smooth estimate the reliability measure of a specific system. We prove the good asymptotic properties of the estimator.Simulation experiments show that the proposed methods have a good performance for finite samples and improve on the performance of other semi-parametric methods commonly used in practice.