Semi-parametric estimation of system reliability for multicomponent stress-strength model under hierarchical Archimedean copulas

doi:10.1017/S026996482400024X

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	Semi-parametric estimation of system reliability for multicomponent stress-strength model under hierarchical Archimedean copulas
	Wang, Junrui1,2 ; Yan, Rongfang 1
	2025-02-17
在线发表日期	2025-02
发表期刊	PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES
摘要	In the reliability analysis of multicomponent stress-strength models, it is typically assumed that strengths are either independent or dependent on a common stress factor. However, this assumption may not hold true in certain scenarios. Therefore, accurately estimating the reliability of the stress-strength model becomes a significant concern when strengths exhibit interdependence with both each other and the common stress factor. To address this issue, we propose an Archimedean copula (AC)-based hierarchical dependence approach to effectively model these interdependencies. We employ four distinct semi-parametric methods to comprehensively estimate the reliability of the multicomponent stress-strength model and determine associated dependence parameters. Furthermore, we derive asymptotic properties of our estimator and demonstrate its effectiveness through both Monte Carlo simulations and real-life datasets. The main original contribution of this study is the first attempt to evaluate the reliability problem under dependent strengths and stress using a hierarchical AC approach.
关键词	Hierarchical Archimedean copula Monte Carlo simulation Multicomponent stress-strength model Semi-parametric method
DOI	10.1017/S026996482400024X
收录类别	SCIE ; EI
ISSN	0269-9648
语种	英语
WOS研究方向	Engineering ; Operations Research & Management Science ; Mathematics
WOS类目	Engineering, Industrial ; Operations Research & Management Science ; Statistics & Probability
WOS记录号	WOS:001422867500001
出版者	CAMBRIDGE UNIV PRESS
EI入藏号	20250917951699
EI主题词	Intelligent systems
EI分类号	961 Systems Science ; 1101 Artificial Intelligence ; 1202.2 Mathematical Statistics
原始文献类型	Article ; Early Access
EISSN	1469-8951
引用统计	被引频次[WOS]：0 [WOS记录] [WOS相关记录]
文献类型	期刊论文
条目标识符	http://ir.lzufe.edu.cn/handle/39EH0E1M/38813
专题	金融学院
通讯作者	Yan, Rongfang
作者单位	1.Northwest Normal Univ, Coll Math & Stat, Lanzhou, Peoples R China; 2.Lanzhou Univ Finance & Econ, Sch Finance, Lanzhou, Peoples R China
第一作者单位	兰州财经大学
推荐引用方式 GB/T 7714	Wang, Junrui,Yan, Rongfang. Semi-parametric estimation of system reliability for multicomponent stress-strength model under hierarchical Archimedean copulas[J]. PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES,2025.
APA	Wang, Junrui,&Yan, Rongfang.(2025).Semi-parametric estimation of system reliability for multicomponent stress-strength model under hierarchical Archimedean copulas.PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES.
MLA	Wang, Junrui,et al."Semi-parametric estimation of system reliability for multicomponent stress-strength model under hierarchical Archimedean copulas".PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES (2025).