The 7th Seminar on Reliability Theory and its Applications , 2021-05-19

Title : ( Nonparametric Estimation of Copula Based Stress-strength Models )

Authors: Mahdi Emadi ,

Citation: BibTeX | EndNote

Abstract

The purpose of this paper is to provide a nonparametric method for the estimation of copula-based stress-strength models. These method is based on improved probit transformation method for copula density estimation. This nonparametric method is a novel application based on an existing bivariate kernel method combined with Monte Carlo estimation without specification of the copula or the marginal distributions. Simulation results suggests that the nonparametric estimation method has better performance than the empirical esimation method.

Keywords

, Copula, Probit transformation, Stress-strength.
برای دانلود از شناسه و رمز عبور پرتال پویا استفاده کنید.

@inproceedings{paperid:1087762,
author = {Emadi, Mahdi},
title = {Nonparametric Estimation of Copula Based Stress-strength Models},
booktitle = {The 7th Seminar on Reliability Theory and its Applications},
year = {2021},
location = {بیرجند, IRAN},
keywords = {Copula; Probit transformation; Stress-strength.},
}

[Download]

%0 Conference Proceedings
%T Nonparametric Estimation of Copula Based Stress-strength Models
%A Emadi, Mahdi
%J The 7th Seminar on Reliability Theory and its Applications
%D 2021

[Download]