Outputs (4)

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.