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On the Markov Three-State Progressive Model

In: Recent Advances in System Reliability

Author

Listed:
  • Jacobo Uña-Álvarez

    (Universidad de Vigo)

Abstract

In this work we revisit the Markov three-state progressive model. Several characterizations of the Markov condition are discussed, and nonparametric estimators of important targets such as the bivariate distibution of the event times or the transition probabilities are motivated. Three points of special interest are considered: (1) the relative improvements when introducing the Markov condition in the construction of the estimators; (2) bootstrap algorithms to resample under markovianity; and (3) goodness-of-fit testing for the Markov assumption. Simulation studies and some technical derivations are included.

Suggested Citation

  • Jacobo Uña-Álvarez, 2012. "On the Markov Three-State Progressive Model," Springer Series in Reliability Engineering, in: Anatoly Lisnianski & Ilia Frenkel (ed.), Recent Advances in System Reliability, chapter 0, pages 269-281, Springer.
    • Handle: RePEc:spr:ssrchp:978-1-4471-2207-4_19
    DOI: 10.1007/978-1-4471-2207-4_19
    as

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