Published

2011-05-01

COMPARACIÓN ENTRE RIESGOS COMPETITIVOS VÍA EL ESTIMADOR CÓPULA-GRÁFICO

COMPARISON BETWEEN COMPETING RISKS VIA THE COPULA-GRAPHIC ESTIMATOR

Keywords:

confiabilidad, cópula, identificabilidad, riesgos competitivos (es)
Competing risks, Copula, Identifiability, Reliability (en)

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Authors

  • Sergio Yáñez Universidad Nacional de Colombia Sede Medellín
  • Hugo Brango Universidad de Córdoba
  • Mario C. Jaramillo Universidad Nacional de Colombia Sede Medellín
  • Carlos M. Lopera Universidad Nacional de Colombia Sede Medellín
En riesgos competitivos, el problema de identificabilidad asociado a la dependencia entre los modos de falla, se puede resolver utilizando el estimador cópula-gráfico que asume la forma de la cópula conocida. En este trabajo se compara, mediante simulación, este estimador para un modelo de riesgos competitivos dependientes con el estimador tradicional que asume independencia. Se muestra que ignorar la dependencia puede causar subestimación significativa de la función de confiabilidad. Se ilustra la temática con un ejemplo y se visualiza a futuro la posible utilidad del estimador cópulagráfico en confiabilidad industrial para predecir en experimentos acelerados.
The identifiability problem in competing risks associated to the dependence measure between the failure modes, can be solved by means of the copula-graphic estimator which assumes the copula function known. This paper compares, through a simulation study, the copula-graphic estimator for a dependent competing risks model with the traditional one under the assumption of independence. It is shown that a significant subestimation of the reliability function can be made when the dependence is not taken into account. An example ilustrates this point and as a future work it is seen the possibility of using copula-graphic in industrial reliability to predict in accelerated life tests.

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Copyright (c) 2011 Revista Colombiana de Estadística

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