Multivariate Dependent Renewal Processes.
MARYLAND UNIV COLLEGE PARK DEPT OF MATHEMATICS
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A new class of reliability point-process models for dependent components is introduced. The dependence is expressed through a regression, following a form suggested for survival data analysis involving the current life-length of the components. After formulating the current-life process as a Markov process with stationary transitions and stating some general results on asymptotic behavior, the authors describe the stationary distributions in some bivariate examples. Finally, they discuss statistical inference for the new models, exhibiting and justifying full- and partial-likelihood methods for their analysis.
- Statistics and Probability