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Data · collection · 2015

Semiparametric Estimation of Gamma Processes for Deteriorating Products

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This article investigates the semiparametric inference of the simple Gamma-process model and a random-effects variant.

Description

Maximum likelihood estimates of the parameters are obtained through the EM algorithm. The bootstrap is used to construct confidence intervals.

A simulation study reveals that an estimation based on the full likelihood method is more efficient than the pseudo likelihood method. In addition, a score test is developed to examine the existence of random effects under the semiparametric scenario. A comparison study using a fatigue-crack growth dataset shows that performance of a semiparametric estimation is comparable to the parametric counterpart.

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