Analysis of Step-Stress Models

Analysis of Step-Stress Models

Author: Debasis Kundu

Publisher: Academic Press

Published: 2017-06-29

Total Pages: 188

ISBN-13: 0081012403

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Analysis of Step-Stress Models: Existing Results and Some Recent Developments describes, in detail, the step-stress models and related topics that have received significant attention in the last few years. Although two books, Bagdonavicius and Nikulin (2001) and Nelson (1990), on general accelerated life testing models are available, no specific book is available on step-stress models. Due to the importance of this particular topic, Balakrishnan (2009) provided an excellent review for exponential step-stress models. The scope of this book is much more, providing the inferential issues for different probability models, both from the frequentist and Bayesian points-of-view. - Explains the different distributions of the Cumulative Exposure Mode - Covers many different models used for step-stress analysis - Discusses Step-stress life testing under the competing or complementary risk model


Advances in Statistics - Theory and Applications

Advances in Statistics - Theory and Applications

Author: Indranil Ghosh

Publisher: Springer Nature

Published: 2021-04-01

Total Pages: 443

ISBN-13: 3030629007

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This edited collection brings together internationally recognized experts in a range of areas of statistical science to honor the contributions of the distinguished statistician, Barry C. Arnold. A pioneering scholar and professor of statistics at the University of California, Riverside, Dr. Arnold has made exceptional advancements in different areas of probability, statistics, and biostatistics, especially in the areas of distribution theory, order statistics, and statistical inference. As a tribute to his work, this book presents novel developments in the field, as well as practical applications and potential future directions in research and industry. It will be of interest to graduate students and researchers in probability, statistics, and biostatistics, as well as practitioners and technicians in the social sciences, economics, engineering, and medical sciences.


The Stress Effect

The Stress Effect

Author: Henry L. Thompson, Ph.D.

Publisher: John Wiley & Sons

Published: 2010-05-03

Total Pages: 341

ISBN-13: 0470589035

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Reveals the powerful and undermining effects of stress on good decision making-and what leaders can do about it The ability to make sound and timely decisions is the mark of a good leader. But when leaders with otherwise strong track records suddenly begin making poor decisions-as seen in the recent corporate scandals that rocked the business world-the impact can be widespread. In The Stress Effect, leadership expert Henry L. Thompson argues that stress is often the real culprit behind this leadership failure: when leaders' stress levels become sufficiently elevated-whether in the boardroom or on the front line of a manufacturing process-their ability to effectively use their emotional intelligence and cognitive ability in tandem to make wise decisions is significantly impaired. Until now, experts have argued that increasing your emotional intelligence will help you cope with and manage stress. This book suggests that stress actually blocks access to your emotional intelligence as well as your cognitive ability, two critical components in the decision-making process. This book Shows how stress adversely affects the performance of even the most savvy leaders Reveals the truth about one of the prime factors behind the current failure of leadership Offers a solid prescription for building a "stress resilient system" and arms leaders with best practices for managing specific stressors that take the biggest toll on decision making Is written by an award-winning organizational psychologist and leadership consultant whose clients include a roster of Fortune 500 companies A groundbreaking and insightful resource for leaders, The Stress Effect reopens the dialogue on stress, its effect on decision making, and what to do about it.


Accelerated Life Models

Accelerated Life Models

Author: Vilijandas Bagdonavicius

Publisher: CRC Press

Published: 2001-11-28

Total Pages: 361

ISBN-13: 1420035878

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The authors of this monograph have developed a large and important class of survival analysis models that generalize most of the existing models. In a unified, systematic presentation, this monograph fully details those models and explores areas of accelerated life testing usually only touched upon in the literature. Accelerated Life Models:


Lasso Regressions and Forecasting Models in Applied Stress Testing

Lasso Regressions and Forecasting Models in Applied Stress Testing

Author: Mr.Jorge A. Chan-Lau

Publisher: International Monetary Fund

Published: 2017-05-05

Total Pages: 34

ISBN-13: 1475599021

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Model selection and forecasting in stress tests can be facilitated using machine learning techniques. These techniques have proved robust in other fields for dealing with the curse of dimensionality, a situation often encountered in applied stress testing. Lasso regressions, in particular, are well suited for building forecasting models when the number of potential covariates is large, and the number of observations is small or roughly equal to the number of covariates. This paper presents a conceptual overview of lasso regressions, explains how they fit in applied stress tests, describes its advantages over other model selection methods, and illustrates their application by constructing forecasting models of sectoral probabilities of default in an advanced emerging market economy.


A First Course in Order Statistics

A First Course in Order Statistics

Author: Barry C. Arnold

Publisher: SIAM

Published: 2008-09-25

Total Pages: 291

ISBN-13: 0898716489

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This updated classic text will aid readers in understanding much of the current literature on order statistics: a flourishing field of study that is essential for any practising statistician and a vital part of the training for students in statistics. Written in a simple style that requires no advanced mathematical or statistical background, the book introduces the general theory of order statistics and their applications. The book covers topics such as distribution theory for order statistics from continuous and discrete populations, moment relations, bounds and approximations, order statistics in statistical inference and characterisation results, and basic asymptotic theory. There is also a short introduction to record values and related statistics. The authors have updated the text with suggestions for further reading that may be used for self-study. Written for advanced undergraduate and graduate students in statistics and mathematics, practising statisticians, engineers, climatologists, economists, and biologists.


Finite Element Modeling for Stress Analysis

Finite Element Modeling for Stress Analysis

Author: Robert D. Cook

Publisher: John Wiley & Sons

Published: 1995-01-12

Total Pages: 344

ISBN-13:

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This undergraduate text is designed for those who will use finite elements in their daily work. It emphasizes the behaviour of finite elements, and describes how to use the methods successfully while including enough theory to explain why elements behave as they do.


An Introduction to Stochastic Modeling

An Introduction to Stochastic Modeling

Author: Howard M. Taylor

Publisher: Academic Press

Published: 2014-05-10

Total Pages: 410

ISBN-13: 1483269272

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An Introduction to Stochastic Modeling provides information pertinent to the standard concepts and methods of stochastic modeling. This book presents the rich diversity of applications of stochastic processes in the sciences. Organized into nine chapters, this book begins with an overview of diverse types of stochastic models, which predicts a set of possible outcomes weighed by their likelihoods or probabilities. This text then provides exercises in the applications of simple stochastic analysis to appropriate problems. Other chapters consider the study of general functions of independent, identically distributed, nonnegative random variables representing the successive intervals between renewals. This book discusses as well the numerous examples of Markov branching processes that arise naturally in various scientific disciplines. The final chapter deals with queueing models, which aid the design process by predicting system performance. This book is a valuable resource for students of engineering and management science. Engineers will also find this book useful.


Stress Testing and Risk Integration in Banks

Stress Testing and Risk Integration in Banks

Author: Tiziano Bellini

Publisher: Academic Press

Published: 2016-11-26

Total Pages: 318

ISBN-13: 0128036117

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Stress Testing and Risk Integration in Banks provides a comprehensive view of the risk management activity by means of the stress testing process. An introduction to multivariate time series modeling paves the way to scenario analysis in order to assess a bank resilience against adverse macroeconomic conditions. Assets and liabilities are jointly studied to highlight the key issues that a risk manager needs to face. A multi-national bank prototype is used all over the book for diving into market, credit, and operational stress testing. Interest rate, liquidity and other major risks are also studied together with the former to outline how to implement a fully integrated risk management toolkit. Examples, business cases, and exercises worked in Matlab and R facilitate readers to develop their own models and methodologies. - Provides a rigorous statistical framework for modeling stress test in line with U.S. Federal Reserve FRB CCAR (Comprehensive Capital Analysis Review), U.K. PRA (Prudential Regulatory Authority), EBA (European Baning Authorithy) and comply with Basel Accord requirements - Follows an integrated bottom-up approach central in the most advanced risk modelling practice - Provides numerous sample codes in Matlab and R


The Art of Progressive Censoring

The Art of Progressive Censoring

Author: N. Balakrishnan

Publisher: Springer

Published: 2014-07-24

Total Pages: 652

ISBN-13: 0817648070

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This book offers a thorough and updated guide to the theory and methods of progressive censoring, an area that has experienced tremendous growth over the last decade. The theory has developed quite nicely in some special cases having practical applications to reliability and quality. The Art of Progressive Censoring is a valuable reference for graduate students, researchers, and practitioners in applied statistics, quality control, life testing, and reliability. With its accessible style and concrete examples, the work may also be used as a textbook in an advanced undergraduate or a beginning graduate course on censoring or progressive censoring, as well as a supplementary textbook for a course on ordered data.