Dr Tahani Coolen-Maturi's Outputs (7)

On the structure function and survival signature for system reliability (2016)
Journal Article
Coolen, F., & Coolen-Maturi, T. (2016). On the structure function and survival signature for system reliability. Safety and Reliability, 36(2), 77-87. https://doi.org/10.1080/09617353.2016.1219936

The quantification of reliability of systems has, for decades, been based on the structure function, which expresses functioning of a system given the states of its components. One problem of the structure function is that, in its simplest form, for... Read More about On the structure function and survival signature for system reliability.

Three-group ROC predictive analysis for ordinal outcomes (2016)
Journal Article
Coolen-Maturi, T. (2016). Three-group ROC predictive analysis for ordinal outcomes. Communications in Statistics - Theory and Methods, 46(19), 9476--9493. https://doi.org/10.1080/03610926.2016.1212074

Measuring the accuracy of diagnostic tests is crucial in many application areas including medicine, machine learning and credit scoring. The receiver operating characteristic (ROC) surface is a useful tool to assess the ability of a diagnostic test t... Read More about Three-group ROC predictive analysis for ordinal outcomes.

Nonparametric predictive inference for stock returns (2016)
Journal Article
Baker, R., Coolen-Maturi, T., & Coolen, F. (2017). Nonparametric predictive inference for stock returns. Journal of Applied Statistics, 44(8), 1333-1349. https://doi.org/10.1080/02664763.2016.1204429

In finance, inferences about future asset returns are typically quantified with the use of parametric distributions and single-valued probabilities. It is attractive to use less restrictive inferential methods, including nonparametric methods which d... Read More about Nonparametric predictive inference for stock returns.

The structure function for system reliability as predictive (imprecise) probability (2016)
Journal Article
Coolen, F., & Coolen-Maturi, T. (2016). The structure function for system reliability as predictive (imprecise) probability. Reliability Engineering & System Safety, 154, 180-187. https://doi.org/10.1016/j.ress.2016.06.008

In system reliability, the structure function models functioning of a system for given states of its components. As such, it is typically a straightforward binary function which plays an essential role in reliability assessment, yet it has received r... Read More about The structure function for system reliability as predictive (imprecise) probability.

Imprecise system reliability using the survival signature (2016)
Presentation / Conference Contribution
Coolen, F., Coolen-Maturi, T., Aslett, L., & Walter, G. (2016, May). Imprecise system reliability using the survival signature. Presented at 1st International Conference on Applied Mathematics in Engineering and Reliability, Ho Chi Minh City, Vietnam

Predictive inference for bivariate data: Combining nonparametric predictive inference for marginals with an estimated copula (2016)
Journal Article
Coolen-Maturi, T., Coolen, F., & Muhammad, N. (2016). Predictive inference for bivariate data: Combining nonparametric predictive inference for marginals with an estimated copula. Journal of statistical theory and practice, 10(3), 515-538. https://doi.org/10.1080/15598608.2016.1184112

This paper presents a new method for prediction of an event involving a future bivariate observation. The method combines nonparametric predictive inference (NPI) applied to the marginals with a parametric copula to model and estimate the dependence... Read More about Predictive inference for bivariate data: Combining nonparametric predictive inference for marginals with an estimated copula.

New weighted rank correlation coefficients sensitive to agreement on top and bottom rankings (2016)
Journal Article
Coolen-Maturi, T. (2016). New weighted rank correlation coefficients sensitive to agreement on top and bottom rankings. Journal of Applied Statistics, 43(12), 2261-2279. https://doi.org/10.1080/02664763.2016.1140726

Three new weighted rank correlation coefficients are proposed which are sensitive to both agreement on top and bottom rankings. The first one is based on the weighted rank correlation coefficient proposed by Maturi and Abdelfattah [13], the second an... Read More about New weighted rank correlation coefficients sensitive to agreement on top and bottom rankings.