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Tahani Coolen-Maturi
Durham University
Nonparametric statisticsStatisticsEconometricsMathematicsPredictive inference
56Publications
11H-index
367Citations
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Publications 56
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There are many situations where comparison of different groups is of great interest. Considering the ordering of the efficiency of some treatments is an example. We present nonparametric predictive inference (NPI) for the ordering of real-valued future observations from multiple independent groups. The uncertainty is quantified using NPI lower and upper probabilities for the event that the next future observations from these groups are ordered in a specific way. Several applications of these NPI...
#1Tahani Coolen-Maturi (Durham University)H-Index: 11
#2Frank P. A. CoolenH-Index: 25
view all 3 authors...
The concept of joint bivariate signature, introduced by Navarro et al. (2013), is a useful tool for studying the dependence between two systems with shared components. As with the univariate signature, introduced by Samaniego (2007), its applications are limited to systems with only one type of components which restricts its practical use. Coolen and Coolen-Maturi (2012) introduced the survival signature, which is capable of dealing with multiple types of components. In this paper we present a s...
#1Xianzhen Huang (NU: Northeastern University)H-Index: 9
#2Frank P. A. Coolen (Durham University)H-Index: 25
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Reliability importance which serves to quantify the influence of each component (or each type of components) in each phase on the reliability of a phased mission system (PMS) plays an important role in security assessment and risk management. In this paper, we present a new and efficient method for reliability importance analysis of PMSs using the theory of survival signature. A new kind of survival signature is applied to assess the reliability of PMS with multiple types of components. A closed...
1 CitationsSource
#1Tahani Coolen-Maturi (Durham University)H-Index: 11
#2Frank P. A. Coolen (Durham University)H-Index: 25
Last. Manal H. Alabdulhadi (Qassim University)H-Index: 1
view all 3 authors...
Nonparametric Predictive Inference (NPI) is a frequentist statistical method that is explicitly aimed at using few modelling assumptions, with inferences in terms of one or more future observations. NPI has been introduced for diagnostic test accuracy, yet mostly restricting attention to one future observation. In this thesis, NPI for the accuracy of diagnostic tests will be developed for multiple future observations. The present thesis consists of three main contributions related to studying th...
3 CitationsSource
#1Manal H. Alabdulhadi (Qassim University)H-Index: 1
#2Tahani Coolen-Maturi (Durham University)H-Index: 11
Last. Frank P. A. Coolen (Durham University)H-Index: 25
view all 3 authors...
AbstractAn important aim in diagnostic medical research is comparison of the accuracy of two diagnostic tests. In this paper, comparison of two diagnostic tests is presented using nonparametric pre...
1 CitationsSource
#1Ting He (Capital University of Economics and Business)H-Index: 1
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Credit rating or credit scoring systems are important tools for estimating the obligor's creditworthiness and for providing an indication of the obligor's future status. The discriminatory power of a credit rating or credit scoring system refers to its ex ante ability to distinguish between two or more classes of borrowers. One of the most popular tools for the validation of the power of credit rating or credit scoring models to distinguish between two (or more) classes of borrowers is the recei...
1 CitationsSource
#1Manal H. Alabdulhadi (Qassim University)H-Index: 1
#2Frank P. A. Coolen (Durham University)H-Index: 25
Last. Tahani Coolen-Maturi (Durham University)H-Index: 11
view all 3 authors...
In clinical applications, it is important to compare and study the ability of diagnostic tests to discriminate between individuals with and without the disease. In this paper, comparison of two diagnostic tests is presented and discussed using nonparametric predictive inference (NPI). We compare the two tests by considering the total numbers of correct diagnoses for specific numbers of future healthy individuals and future patients. This NPI approach for comparison of diagnostic tests is also ge...
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#1Junbin Chen (Durham University)H-Index: 1
#2Frank P. A. Coolen (Durham University)H-Index: 25
Last. Tahani Coolen-Maturi (Durham University)H-Index: 11
view all 3 authors...
AbstractThis article introduces a novel method for asset and option trading in a binomial scenario. This method uses nonparametric predictive inference (NPI), a statistical methodology within impre...
1 CitationsSource
#1Kong Fah Tee (University of Greenwich)H-Index: 15
#2Konstantinos Pesinis (University of Greenwich)H-Index: 3
Last. Tahani Coolen-Maturi (Durham University)H-Index: 11
view all 3 authors...
Abstract Risk analysis based on historical failure data can form an integral part of the integrity management of oil and gas pipelines. The scarcity and lack of consistency in the information provided by major incident databases leads to non-specific results of the risk status of pipes under consideration. In order to evaluate pipeline failure rates, the rate of occurrence of failures is commonly adopted. This study aims to derive inductive inferences from the 179 reported ruptures of a set of o...
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