Statistical consequences of fat tails: Real world preasymptotics, epistemology, and applications

NN Taleb - arXiv preprint arXiv:2001.10488, 2020 - arxiv.org
The monograph investigates the misapplication of conventional statistical techniques to fat
tailed distributions and looks for remedies, when possible. Switching from thin tailed to fat …

[引用][C] Weibull models

DNP Murthy - 2004 - books.google.com
A comprehensive perspective on Weibull models The literature on Weibull models is vast,
disjointed, andscattered across many different journals. Weibull Models is acomprehensive …

Bayesian computation for nonhomogeneous Poisson processes in software reliability

L Kuo, TY Yang - Journal of the American Statistical Association, 1996 - Taylor & Francis
A unified approach to the nonhomogeneous Poisson process in software reliability models
is given. This approach models the epochs of failures according to a general order statistics …

[图书][B] Computational methods for reliability and risk analysis

E Zio - 2009 - books.google.com
This book illustrates a number of modelling and computational techniques for addressing
relevant issues in reliability and risk analysis. In particular, it provides: i) a basic illustration of …

Bayesian non-parametric frailty model for dependent competing risks in a repairable systems framework

MP Almeida, RS Paixão, PL Ramos… - Reliability Engineering & …, 2020 - Elsevier
The aim of this article is to analyze multiple repairable systems data under the presence of
dependent competing risks. It is known that the dependence effect in this scenario …

Predictive analyses for nonhomogeneous Poisson processes with power law using Bayesian approach

JW Yu, GL Tian, ML Tang - Computational Statistics & Data Analysis, 2007 - Elsevier
Nonhomogeneous Poisson process (NHPP) also known as Weibull process with power law,
has been widely used in modeling hardware reliability growth and detecting software …

New results on finite/fixed-time stabilization of stochastic second-order neutral-type neural networks with mixed delays

C Aouiti, H Jallouli, Q Zhu, T Huang, K Shi - Neural Processing Letters, 2022 - Springer
This paper states with the objective of investigating the finite-time stabilization and fixed-time
stabilization analysis for stochastic second-order neutral-type neural networks with mixed …

Statistical inference and prediction for the Weibull process with incomplete observations

JW Yu, GL Tian, ML Tang - Computational Statistics & Data Analysis, 2008 - Elsevier
In this article, statistical inference and prediction analyses for the Weibull process with
incomplete observations via classical approach are studied. Specifically, observations in the …

Bayesian estimation and prediction of the intensity of the power law process

A Sen - Journal of Statistical computation and simulation, 2002 - Taylor & Francis
In analyzing failure data pertaining to a repairable system, perhaps the most widely used
parametric model is a nonhomogeneous Poisson process with Weibull intensity, more …

On modeling change points in non-homogeneous Poisson processes

F Ruggeri, S Sivaganesan - Statistical Inference for Stochastic Processes, 2005 - Springer
Failures in repairable systems are often described by means of non-homogeneous Poisson
processes, identified by their intensity and mean value functions. Intervention on the systems …