Edsel Pena | Searcharxiv

arXiv2025

System Reliability Estimation via Shrinkage

In a coherent reliability system composed of multiple components configured according to a specific structure function, the distribution of system time to failure, or system lifetime, is often of primary interest. Accurate estimation of system reliability is critical in a wide range of engineering and industrial applications, forming decisions in system design, maintenance planning, and risk assessment. The system lifetime distribution can be estimated directly using the observed system failure times. However, when component-level lifetime data is available, it can yield improved estimates of system reliability. In this work, we demonstrate that under nonparametric assumptions about the component time-to-failure distributions, traditional estimators such as the Product-Limit Estimator (PLE) can be further improved under specific loss functions. We propose a novel methodology that enhances the nonparametric system reliability estimation through a shrinkage transformation applied to component-level estimators. This shrinkage approach leads to improved efficiency in estimating system reliability.

stat.ME↗

arXiv2021

Joint Dynamic Models and Statistical Inference for Recurrent Competing Risks, Longitudinal Marker, and Health Status

Consider a subject or unit in a longitudinal biomedical, public health, engineering, economic, or social science study which is being monitored over a possibly random duration. Over time this unit experiences competing recurrent events and a longitudinal marker transitions over a discrete state-space. In addition, its ``health or performance'' status also transitions over a discrete state-space with some states possibly absorbing states. A vector of covariates will also be associated with this unit. If there are absorbing states, of interest for this unit is its time-to-absorption of its health status process, which could be viewed as the unit's lifetime. Aside from being affected by its covariate vector, there could be associations among the recurrent competing risks processes, the longitudinal marker process, and the health status process in the sense that the time-evolution of each process is associated with the other processes. To obtain more realistic models and enhance inferential performance, a joint dynamic stochastic model for these components is proposed and statistical inference methods are developed. This joint model, formulated via counting processes and continuous-time Markov chains, has the potential of facilitating `personalized' interventions. This could enhance, for example, the implementation and adoption of precision medicine in medical settings. Semi-parametric and likelihood-based inferential methods for the model parameters are developed when a sample of these units is available. Finite-sample and asymptotic properties of estimators of model parameters, both finite- and infinite-dimensional, are obtained analytically or through simulation studies.

stat.ME↗