×

zbMATH — the first resource for mathematics

A marked point process approach to censored failure data with complicated covariates. (English) Zbl 0569.62089
To model the complicated failure data which can involve certain explanatory variables called covariates, the authors propose marked point processes. A number of examples of censoring are discussed and likelihood expressions are calculated. Technically the paper is based on the martingale approach to point processes.
Reviewer: Yu.M.Kabanov

MSC:
62N05 Reliability and life testing
62M99 Inference from stochastic processes
62F10 Point estimation
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
PDF BibTeX XML Cite