Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/97365
Authors: 
Komarova, Tatiana
Year of Publication: 
2013
Series/Report no.: 
cemmap working paper, Centre for Microdata Methods and Practice CWP47/13
Abstract: 
The paper considers nonparametric estimation of absolutely continuous distribution functions of lifetimes of non-identical components in k-out-of-n systems from the observed 'autopsy' data. In economics, ascending 'button' or 'clock' auctions with n heterogeneous bidders present 2-out-of-n systems. Classical competing risks models are examples of n-out-of-n systems. Under weak conditions on the underlying distributions the estimation problem is shown to be well-posed and the suggested extremum sieve estimator is proven to be consistent. The paper illustrates the suggested estimation method by using sieve spaces of Bernstein polynomials which allow an easy implementation of constraints on the monotonicity of estimated distribution functions.
Subjects: 
k-out-of-n systems
competing risks
sieve estimation
Bernstein polynomials
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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