Variable Scale Kernel Density Estimation for Simple Linear Degradation Model


Abstract


In this study, we proposed the variable scale kernel estimator for analyzing the degradation data. The properties of the proposed method are investigated and compared with the classical method such as; maximum likelihood and ordinary least square methods via simulation technique. The criteria bias and MSE are used for comparison. Simulation results showed that the performance of the variable scale kernel estimator is acceptable as a general estimator. It is nearly the best estimator when the assumption of the distribution is invalid. Application to real data set is also given.


DOI Code: 10.1285/i20705948v14n2p359

Keywords: Bandwidth selection; Classical kernel; Degradation; Failure time; Maximum likelihood; Ordinary least square; Variable scale kernel estimation.

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