论文标题

多个可维修的系统不受非参数脆弱的竞争风险

Multiple repairable systems under dependent competing risks with nonparametric Frailty

论文作者

Almeida, Marco Pollo, Paixao, Rafael, Ramos, Pedro, Tomazella, Vera, Louzada, Francisco, Ehlers, Ricardo

论文摘要

本文的目的是在存在依赖竞争风险的情况下分析来自多个可维修系统的数据。为了建模这种依赖性结构,我们采用了众所周知的共享脆弱模型。该模型提供了合适的理论基础,用于在依赖竞争风险模型中产生组件故障时间之间的依赖性。众所周知,在这种情况下的依赖性效应会影响模型参数的估计。因此,在假设特定原因强度遵循PLP的假设下,我们提出了一种虚弱的依赖性方法,以将依赖性纳入特定原因的复发过程之间。此外,在估计感兴趣的参数时,脆弱分布的错误指定可能会导致错误。因此,我们考虑了一种贝叶斯非参数方法来对弱密度进行建模,以提供更大的灵活性并为PLP模型提供一致的估计,以及有关系统之间异质性的见解。提供了模拟研究和实际案例研究,以说明提出的方法并证明其有效性。

The aim of this article is to analyze data from multiple repairable systems under the presence of dependent competing risks. In order to model this dependence structure, we adopted the well-known shared frailty model. This model provides a suitable theoretical basis for generating dependence between the components failure times in the dependent competing risks model. It is known that the dependence effect in this scenario influences the estimates of the model parameters. Hence, under the assumption that the cause-specific intensities follow a PLP, we propose a frailty-induced dependence approach to incorporate the dependence among the cause-specific recurrent processes. Moreover, the misspecification of the frailty distribution may lead to errors when estimating the parameters of interest. Because of this, we considered a Bayesian nonparametric approach to model the frailty density in order to offer more flexibility and to provide consistent estimates for the PLP model, as well as insights about heterogeneity among the systems. Both simulation studies and real case studies are provided to illustrate the proposed approaches and demonstrate their validity.

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