Estimation of survival functions subject to order restrictions

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To access the full text documents, please follow this link: http://hdl.handle.net/2117/22506

dc.contributor	Universitat Politècnica de Catalunya. Departament de Matemàtica Aplicada I
dc.contributor	Universitat Politècnica de Catalunya. GREMA - Grup de Recerca en Estadística Matemàtica i les seves Aplicacions
dc.contributor.author	Serrat Piè, Carles
dc.contributor.author	Moreno, Laura
dc.date	2013
dc.identifier.citation	Serrat, C.; Moreno, L. Estimation of survival functions subject to order restrictions. A: ICSO-HAROSA International Workshop on Simulation-Optimization & Internet Computing. "2013 ICSO-HAROSA International Workshop on Simulation-Optimization & Internet Computing July 10-12, 2013 - MediaTIC building, Barcelona, SPAIN : titles & abstracts". Barcelona: Universitat Oberta de Catalunya, 2013, p. 1-47.
dc.identifier.uri	http://hdl.handle.net/2117/22506
dc.description.abstract	This contribution is framed in, and is part of, the Durabiltiy of Building Facades studies carried out in the last decade in the Institut d’Estadística i Matemàtica Aplicada a l’Edificació and Laboratori d’ Edificació at the Universitat Politècnica de Catalunya. The goal of this presentation is to incorporate in the analysis of the estimation of the durability of building facades respect the severity degrees (low, medium or high) the order of the events of interest. In other words, we will take into account preliminary estimates of the survival probabilities of previous events (e.g. initial severities) as order constraints for the estimation of survival probabilities for subsequent events of interest (e.g. more advanced severities). Standard statistical analyses for this type of interval censored data are usually conducted by using the R statistical software, however it does not include libraries or packages neither for simultaneous estimation nor for the use of order constraints. For this reason, we will use AMPL and the solver SNOPT to implement the Turnbull's estimator with order restrictions, for the estimation of the survival function of each event of interest taking into account the information given by the survival function of some previous event of interest. The proposed methodology solves the inconsistency problem associated with a separate estimation of the respective survival probabilities. As a illustration the methodology will be applied to a simulated dataset. As a theoretical contribution, a conjecture on Turnbull's estimator Theorem under order restrictions will be proposed.
dc.description.abstract	Peer Reviewed
dc.language.iso	eng
dc.publisher	Universitat Oberta de Catalunya
dc.relation	http://dpcs.uoc.edu/joomla/images/stories/PresentacionesHarosa2013/w1/Presentacio_ICSO-HAROSA.pdf
dc.rights	Attribution-NonCommercial-NoDerivs 3.0 Spain
dc.rights	info:eu-repo/semantics/openAccess
dc.rights	http://creativecommons.org/licenses/by-nc-nd/3.0/es/
dc.subject	Àrees temàtiques de la UPC::Edificació::Elements constructius d'edificis::Elements de tancament
dc.subject	Àrees temàtiques de la UPC::Matemàtiques i estadística::Investigació operativa::Programació matemàtica
dc.subject	Facades
dc.subject	Programming (Mathematics)
dc.subject	Programació (Matemàtica)
dc.subject	Façanes
dc.title	Estimation of survival functions subject to order restrictions
dc.type	info:eu-repo/semantics/publishedVersion
dc.type	info:eu-repo/semantics/conferenceObject

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