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Inference for copula-based dependent competing risks model with step-stress accelerated life test under generalized progressive hybrid censoring

Author

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  • Rui Hua

    (Beijing Jiaotong University)

  • Wenhao Gui

    (Beijing Jiaotong University)

Abstract

In this paper, a dependent competing risks model is considered and investigated by utilizing the copula approach which flexibly constructs dependent relationships between marginal distributions of several competing risk factors, and the closeness of the dependency can be determined by the copula parameters. Samples are collected from the step-stress accelerated life test combined with generalized progressive hybrid censoring, where the test duration is controlled within acceptable limits and a sufficient number of samples are guaranteed. From a classical frequency perspective, the maximum likelihood estimates are derived, then the relevant confidence intervals are provided based on the Fisher information matrix. Furthermore, the bias-corrected accelerated bootstrap method is employed to obtain the interval estimation of parameters. Under the Bayesian framework, Bayesian point estimates and the corresponding credible intervals are also explored, and their results are achieved by Markov Chain Monte Carlo technique. Finally, numerical simulation experiments and real data analysis are developed to more intuitively present the constructed model and the performance of the above-mentioned methods.

Suggested Citation

  • Rui Hua & Wenhao Gui, 2022. "Inference for copula-based dependent competing risks model with step-stress accelerated life test under generalized progressive hybrid censoring," Computational Statistics, Springer, vol. 37(5), pages 2399-2436, November.
    • Handle: RePEc:spr:compst:v:37:y:2022:i:5:d:10.1007_s00180-022-01203-w
    DOI: 10.1007/s00180-022-01203-w
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    References listed on IDEAS

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