摘要
针对多部件的串联系统应力-强度模型可靠度的估计问题,利用多元Farlie-Gumbel-Morgenstern copula（FGM）函数或多元Clayton copula函数来度量变量之间的相关性,给出了在变量非删失或右删失情形下模型可靠度的非参数估计,并证明了估计量的渐近性质.数值模拟的结果表明该方法在有限样本下表现良好.
To estimate the reliability of a series system the stress-strength model with multiple components,we utilize the multivariate Farlie-Gumbel-Morgenstern（FGM）copula function or multivariate Clayton copula function to measure the correlations of variables.We obtained the nonparametric estimation for the reliability under no censored or right censored cases and verified the asymptotic properties of the resultant estimators.Simulation results show that the proposed method performs well in finite samples.
作者
祁辉
魏毅
QI Hui;WEI Yi(Institute of Information Engineering/ Digital Fujian Research Institute for Industrial Energy Big Data, Sanming University, Sanming 365004, Fujian, China;School of Mathematics and Statistics, Wuhan University, Wuhan 430072, Hubei, China)
出处
《武汉大学学报（理学版）》
CAS
CSCD
北大核心
2018年第3期269-277,共9页
Journal of Wuhan University:Natural Science Edition
基金
国家自然科学基金(11401341)
福建省自然科学基金(2016J01681)
福建省教育厅中青年基金(JAT160468)
福建省高校杰出青年科研人才培育计划(2015)
福建省高校新世纪优秀人才支持计划([2016]23号)资助项目
