Smoothed bootstrap methods for bivariate data (2023)
Journal Article
Al Luhayb, A., Coolen-Maturi, T., & Coolen, F. (2023). Smoothed bootstrap methods for bivariate data. Journal of statistical theory and practice, 17(3), Article 37. https://doi.org/10.1007/s42519-023-00334-7

A smoothed bootstrap method is introduced for right-censored data based on the rightcensoring-A(n) assumption introduced by Coolen and Yan (2004), which is a generalization of Hill’s A(n) assumption (Hill, 1968) for right-censored data. The smoothed... Read More about Smoothed bootstrap methods for bivariate data.

A generalized system reliability model based on survival signature and multiple competing failure processes (2023)
Journal Article
Chang, M., Coolen, F., Coolen-Maturi, T., & Huang, X. (2023). A generalized system reliability model based on survival signature and multiple competing failure processes. Journal of Computational and Applied Mathematics, Article 115364. https://doi.org/10.1016/j.cam.2023.115364

Degradation-based system reliability analysis has been extensively conducted, but the components in a system are assumed to experience similar degradation and shock processes, neglecting actual failure mechanisms. However, multiple types of component... Read More about A generalized system reliability model based on survival signature and multiple competing failure processes.

New reliability model for complex systems based on stochastic processes and survival signature (2023)
Journal Article
Chang, M., Huang, X., Coolen, F., & Coolen-Maturi, T. (2023). New reliability model for complex systems based on stochastic processes and survival signature. European Journal of Operational Research, 309(3), 1349-1364. https://doi.org/10.1016/j.ejor.2023.02.027

For systems with complicated structures, reliability analysis based on survival signature has been carried out by modelling time-to-failure data with specific distributions. However, for highly reliable systems, only little or no failure data may be... Read More about New reliability model for complex systems based on stochastic processes and survival signature.

Smoothed Bootstrap for Right-Censored Data (2023)
Journal Article
Luhayb, A. S. M. A., Coolen, F. P., & Coolen-Maturi, T. (2023). Smoothed Bootstrap for Right-Censored Data. Communications in Statistics - Theory and Methods, https://doi.org/10.1080/03610926.2023.2171708

A smoothed bootstrap method is introduced for right-censored data based on the right-censoring-A(n) assumption introduced by Coolen and Yan, which is a generalization of Hill’s A(n) assumption for right-censored data. The smoothed bootstrap method is... Read More about Smoothed Bootstrap for Right-Censored Data.

Discussion of signature‐based models of preventive maintenance (2022)
Journal Article
Coolen, F. P., Coolen‐Maturi, T., & van Houtum, G. (2023). Discussion of signature‐based models of preventive maintenance. Applied Stochastic Models in Business and Industry, 39(1), 68-70. https://doi.org/10.1002/asmb.2716

As a contribution to the discussion of the paper An overview of some classical models and discussion of the signature-based models of preventive maintenance,1 we consider the assumption of exchangeability of the failure times of components in systems... Read More about Discussion of signature‐based models of preventive maintenance.

A Cost-Sensitive Imprecise Credal Decision Tree based on Nonparametric Predictive Inference (2022)
Journal Article
Moral-Garcia, S., Abellan, J., Coolen-Maturi, T., & Coolen, F. (2022). A Cost-Sensitive Imprecise Credal Decision Tree based on Nonparametric Predictive Inference. Applied Soft Computing, 123, Article 108916. https://doi.org/10.1016/j.asoc.2022.108916

Classifiers sometimes return a set of values of the class variable since there is not enough information to point to a single class value. These classifiers are known as imprecise classifiers. Decision Trees for Imprecise Classification were proposed... Read More about A Cost-Sensitive Imprecise Credal Decision Tree based on Nonparametric Predictive Inference.

Pricing exotic options in the incomplete market: an imprecise probability method (2022)
Journal Article
He, T., Coolen, F., & Coolen-Maturi, T. (2022). Pricing exotic options in the incomplete market: an imprecise probability method. Applied Stochastic Models in Business and Industry, 38(3), 422-440. https://doi.org/10.1002/asmb.2668

This paper considers a novel exotic option pricing method for incomplete markets. Nonparametric Predictive Inference (NPI) is applied to the option pricing procedure based on the binomial tree model allowing the method to evaluate exotic options with... Read More about Pricing exotic options in the incomplete market: an imprecise probability method.

Statistical reproducibility for pairwise t-tests in pharmaceutical research (2021)
Journal Article
Simkus, A., Coolen, F., Coolen-Maturi, T., Karp, N., & Bendtsen, C. (2022). Statistical reproducibility for pairwise t-tests in pharmaceutical research. Statistical Methods in Medical Research, 31(4), 673-688. https://doi.org/10.1177/09622802211041765

This paper investigates statistical reproducibility of the t-test. We formulate reproducibility as a predictive inference problem and apply the nonparametric predictive inference (NPI) method. Within our research framework, statistical reproducibilit... Read More about Statistical reproducibility for pairwise t-tests in pharmaceutical research.

Reliability analysis for systems based on degradation rates and hard failure thresholds changing with degradation levels (2021)
Journal Article
Chang, M., Huang, X., Coolen, F., & Coolen-Maturi, T. (2021). Reliability analysis for systems based on degradation rates and hard failure thresholds changing with degradation levels. Reliability Engineering & System Safety, 216, Article 108007. https://doi.org/10.1016/j.ress.2021.108007

Degradation-shock failure processes widely exist in practice, and extensive work has been carried out to better describe such processes. In this paper, a new model is developed for reliability analysis of systems subject to dependent degradation-shoc... Read More about Reliability analysis for systems based on degradation rates and hard failure thresholds changing with degradation levels.

Survival Signatures for System Reliability (2021)
Book Chapter
Coolen, F. P., & Coolen‐Maturi, T. (2022). Survival Signatures for System Reliability. In Wiley StatsRef: Statistics Reference Online. Wiley. https://doi.org/10.1002/9781118445112.stat08331

In system reliability, the structure function models functioning of a system for given states of its components. The survival signature provides a useful summary of the structure function to aid quantification of system reliability with components of... Read More about Survival Signatures for System Reliability.

The survival signature for quantifying system reliability: an introductory overview from practical perspective (2021)
Book Chapter
Coolen, F., & Coolen-Maturi, T. (2021). The survival signature for quantifying system reliability: an introductory overview from practical perspective. In C. van Gulijk, & E. Zaitseva (Eds.), Reliability Engineering and Computational Intelligence (23-37). Springer Verlag. https://doi.org/10.1007/978-3-030-74556-1_2

The structure function describes the functioning of a system dependent on the states of its components, and is central to theory of system reliability. The survival signature is a summary of the structure function which is sufficient to derive the sy... Read More about The survival signature for quantifying system reliability: an introductory overview from practical perspective.

A monotonicity property of weighted log-rank tests (2021)
Journal Article
Coolen-Maturi, T., & Coolen, F. (2023). A monotonicity property of weighted log-rank tests. Communications in Statistics - Theory and Methods, 52(7), 2402-2416. https://doi.org/10.1080/03610926.2021.1952270

The logrank test is a well-known nonparametric test which is often used to compare the survival distributions of two samples including right-censored observations, it is also known as the Mantel-Haenszel test. The Gρ family of tests, generalizes the... Read More about A monotonicity property of weighted log-rank tests.

Imprecise inference based on the log-rank test for accelerated life testing (2021)
Journal Article
Coolen, F., Ahmadini, A., & Coolen-Maturi, T. (2021). Imprecise inference based on the log-rank test for accelerated life testing. Metrika, 84, 913-925. https://doi.org/10.1007/s00184-021-00807-4

This paper presents an imprecise predictive inference method for accelerated life testing. The method is largely nonparametric, with a basic parametric function to link different stress levels. The log-rank test is used to provide imprecision for the... Read More about Imprecise inference based on the log-rank test for accelerated life testing.

The joint survival signature of coherent systems with shared components (2020)
Journal Article
Coolen-Maturi, T., Coolen, F. P., & Balakrishnan, N. (2021). The joint survival signature of coherent systems with shared components. Reliability Engineering & System Safety, 207, Article 107350. https://doi.org/10.1016/j.ress.2020.107350

The concept of joint bivariate signature, introduced by Navarro et al. [13], is a useful tool for quantifying the reliability of two systems with shared components. As with the univariate system signature, introduced by Samaniego [17], its applicatio... Read More about The joint survival signature of coherent systems with shared components.

The ordering of future observations from multiple groups (2020)
Journal Article
Coolen-Maturi, T. (2022). The ordering of future observations from multiple groups. Communications in Statistics - Simulation and Computation, 51(12), 7526-7543. https://doi.org/10.1080/03610918.2020.1839768

There are many situations where comparison of different groups is of great interest. Considering the ordering of the efficiency of some treatments is an example. We present nonparametric predictive inference (NPI) for the ordering of real-valued futu... Read More about The ordering of future observations from multiple groups.

Nonparametric Predictive Inference for American Option Pricing based on the Binomial Tree Model (2020)
Journal Article
He, T., Coolen, F., & Coolen-Maturi, T. (2021). Nonparametric Predictive Inference for American Option Pricing based on the Binomial Tree Model. Communications in Statistics - Theory and Methods, 50(20), 4657-4684. https://doi.org/10.1080/03610926.2020.1764040

In this article, we present the American option pricing procedure based on the binomial tree from an imprecise statistical aspect. Nonparametric Predictive Inference (NPI) is implemented to infer imprecise probabilities of underlying asset movements,... Read More about Nonparametric Predictive Inference for American Option Pricing based on the Binomial Tree Model.

Nonparametric predictive inference for comparison of two diagnostic tests (2020)
Journal Article
Alabdulhadi, M., Coolen-Maturi, T., & Coolen, F. (2021). Nonparametric predictive inference for comparison of two diagnostic tests. Communications in Statistics - Theory and Methods, 50(19), 4470-4486. https://doi.org/10.1080/03610926.2020.1719157

An important aim in diagnostic medical research is comparison of the accuracy of two diagnostic tests. In this paper, comparison of two diagnostic tests is presented using nonparametric predictive inference (NPI) for future order statistics. The test... Read More about Nonparametric predictive inference for comparison of two diagnostic tests.

On nonparametric predictive inference for asset and European option trading in the binomial tree model (2019)
Journal Article
Chen, J., Coolen, F., & Coolen-Maturi, T. (2019). On nonparametric predictive inference for asset and European option trading in the binomial tree model. Journal of the Operational Research Society, 70(10), 1678-1691. https://doi.org/10.1080/01605682.2019.1643682

This paper introduces a novel method for asset and option trading in a binomial scenario. This method uses nonparametric predictive inference (NPI), a statistical methodology within im- precise probability theory. Instead of inducing a single probabi... Read More about On nonparametric predictive inference for asset and European option trading in the binomial tree model.

A new study on reliability importance analysis of phased mission systems (2019)
Journal Article
Huang, X., Coolen, F., Coolen-Maturi, T., & Zhang, Y. (2020). A new study on reliability importance analysis of phased mission systems. IEEE Transactions on Reliability, 69(2), 522-532. https://doi.org/10.1109/tr.2019.2923695

Reliability importance which serves to quantify the influence of each component (or each type of components) in each phase on the reliability of a phased mission system (PMS) plays an important role in security assessment and risk management. In this... Read More about A new study on reliability importance analysis of phased mission systems.

Competing risks survival analysis of ruptured gas pipelines: A nonparametric predictive approach (2019)
Journal Article
Tee, K. F., Pesinis, K., & Coolen-Maturi, T. (2019). Competing risks survival analysis of ruptured gas pipelines: A nonparametric predictive approach. International Journal of Pressure Vessels and Piping, 175, Article 103919. https://doi.org/10.1016/j.ijpvp.2019.06.001

Risk analysis based on historical failure data can form an integral part of the integrity management of oil and gas pipelines. The scarcity and lack of consistency in the information provided by major incident databases leads to non-specific results... Read More about Competing risks survival analysis of ruptured gas pipelines: A nonparametric predictive approach.