Preface |
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xi | |
Acknowledgments |
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xiii | |
Acronyms |
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xv | |
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xvii | |
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1 | (10) |
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1.1 Background and Motivation |
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1 | (5) |
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1.2 Scope and Organization of the Book |
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6 | (2) |
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8 | (3) |
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8 | (3) |
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Part 1 Statistical Methods and Foundation for Industrial Data Analytics |
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11 | (122) |
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2 Introduction to Data Visualization and Characterization |
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13 | (24) |
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16 | (10) |
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2.1.1 Distribution Plots for a Single Variable |
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16 | (3) |
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2.1.2 Plots for Relationship Between Two Variables |
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19 | (3) |
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2.1.3 Plots for More than Two Variables |
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22 | (4) |
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26 | (11) |
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2.2.1 Sample Mean, Variance, and Covariance |
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26 | (4) |
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2.2.2 Sample Mean Vector and Sample Covariance Matrix |
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30 | (2) |
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2.2.3 Linear Combination of Variables |
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32 | (2) |
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34 | (1) |
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34 | (3) |
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3 Random Vectors and the Multivariate Normal Distribution |
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37 | (24) |
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37 | (4) |
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3.2 Density Function and Properties of Multivariate Normal Distribution |
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41 | (4) |
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3.3 Maximum Likelihood Estimation for Multivariate Normal Distribution |
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45 | (1) |
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3.4 Hypothesis Testing on Mean Vectors |
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46 | (5) |
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3.5 Bayesian Inference for Normal Distribution |
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51 | (10) |
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56 | (1) |
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57 | (4) |
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4 Explaining Covariance Structure: Principal Components |
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61 | (20) |
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4.1 Introduction to Principal Component Analysis |
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61 | (9) |
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4.1.1 Principal Components for More Than Two Variables |
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64 | (2) |
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4.1.2 PC A with Data Normalization |
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66 | (1) |
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4.1.3 Visualization of Principal Components |
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67 | (2) |
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4.1.4 Number of Principal Components to Retain |
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69 | (1) |
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4.2 Mathematical Formulation of Principal Components |
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70 | (4) |
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4.2.1 Proportion of Variance Explained |
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71 | (2) |
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4.2.2 Principal Components Obtained from the Correlation Matrix |
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73 | (1) |
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4.3 Geometric Interpretation of Principal Components |
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74 | (7) |
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4.3.1 Interpretation Based on Rotation |
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74 | (2) |
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4.3.2 Interpretation Based on Low-Dimensional Approximation |
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76 | (2) |
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78 | (1) |
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79 | (2) |
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5 Linear Model for Numerical and Categorical Response Variables |
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81 | (28) |
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5.1 Numerical Response -- Linear Regression Models |
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81 | (8) |
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5.1.1 General Formulation of Linear Regression Model |
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84 | (1) |
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5.1.2 Significance and Interpretation of Regression Coefficients |
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84 | (1) |
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5.1.3 Other Types of Predictors in Linear Models |
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85 | (4) |
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5.2 Estimation and Inferences of Model Parameters for Linear Regression |
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89 | (11) |
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5.2.1 Least Squares Estimation |
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90 | (4) |
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5.2.2 Maximum Likelihood Estimation |
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94 | (2) |
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5.2.3 Variable Selection in Linear Regression |
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96 | (1) |
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97 | (3) |
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5.3 Categorical Response -- Logistic Regression Model |
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100 | (9) |
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5.3.1 General Formulation of Logistic Regression Model |
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103 | (1) |
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5.3.2 Significance and Interpretation of Model Coefficients |
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104 | (1) |
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5.3.3 Maximum Likelihood Estimation for Logistic Regression |
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105 | (1) |
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106 | (1) |
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106 | (3) |
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6 Linear Mixed Effects Model |
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109 | (24) |
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109 | (5) |
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6.2 Parameter Estimation for LME Model |
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114 | (10) |
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6.2.1 Maximum Likelihood Estimation Method |
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114 | (7) |
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6.2.2 Distribution-Free Estimation Methods |
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121 | (3) |
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124 | (9) |
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6.3.1 Testing for Fixed Effects |
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125 | (3) |
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6.3.2 Testing for Variance--Covariance Parameters |
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128 | (2) |
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130 | (1) |
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131 | (2) |
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Part 2 Random Effects Approaches for Diagnosis and Prognosis |
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133 | (176) |
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7 Diagnosis of Variation Source Using PCA |
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135 | (24) |
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7.1 Linking Variation Sources to PCA |
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136 | (4) |
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7.2 Diagnosis of Single Variation Source |
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140 | (6) |
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7.3 Diagnosis of Multiple Variation Sources |
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146 | (6) |
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7.4 Data Driven Method for Diagnosing Variation Sources |
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152 | (7) |
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155 | (1) |
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156 | (3) |
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8 Diagnosis of Variation Sources Through Random Effects Estimation |
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159 | (16) |
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8.1 Estimation of Variance Components |
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161 | (5) |
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8.2 Properties of Variation Source Estimators |
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166 | (2) |
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8.3 Performance Comparison of Variance Component Estimators |
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168 | (7) |
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172 | (1) |
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172 | (3) |
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9 Analysis of System Diagnosability |
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175 | (12) |
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9.1 Diagnosability of Linear Mixed Effects Model |
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175 | (5) |
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9.2 Minimal Diagnosable Class |
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180 | (3) |
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9.3 Measurement System Evaluation Based on System Diagnosability |
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183 | (4) |
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184 | (1) |
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184 | (2) |
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186 | (1) |
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10 Prognosis Through Mixed Effects Models for Longitudinal Data |
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187 | (46) |
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10.1 Mixed Effects Model for Longitudinal Data |
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188 | (9) |
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10.2 Random Effects Estimation and Prediction for an Individual Unit |
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197 | (4) |
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10.3 Estimation of Time-to-Failure Distribution |
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201 | (5) |
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10.4 Mixed Effects Model with Mixture Prior Distribution |
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206 | (12) |
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10.4.1 Mixture Distribution |
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208 | (2) |
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10.4.2 Mixed Effects Model with Mixture Prior for Longitudinal Data |
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210 | (8) |
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10.5 Recursive Estimation of Random Effects Using Kalman Filter |
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218 | (15) |
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10.5.1 Introduction to the Kalman Filter |
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219 | (3) |
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10.5.2 Random Effects Estimation Using the Kalman Filter |
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222 | (3) |
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225 | (1) |
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226 | (2) |
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228 | (5) |
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11 Prognosis Using Gaussian Process Model |
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233 | (34) |
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11.1 Introduction to Gaussian Process Model |
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234 | (3) |
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11.2 GP Parameter Estimation and GP Based Prediction |
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237 | (8) |
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11.3 Pairwise Gaussian Process Model |
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245 | (11) |
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11.3.1 Introduction to Multi-output Gaussian Process |
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246 | (2) |
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11.3.2 Pairwise GP Modeling Through Convolution Process |
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248 | (8) |
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11.4 Multiple Output Gaussian Process for Multiple Signals |
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256 | (11) |
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256 | (2) |
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11.4.2 Model Parameter Estimation and Prediction |
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258 | (5) |
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11.4.3 Time-to-Failure Distribution Based on GP Predictions |
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263 | (1) |
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263 | (1) |
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264 | (3) |
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12 Prognosis Through Mixed Effects Models for Time-to-Event Data |
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267 | (42) |
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12.1 Models for Time-to-Event Data Without Covariates |
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269 | (12) |
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12.1.1 Parametric Models for Time-to-Event Data |
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271 | (6) |
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12.1.2 Non-parametric Models for Time-to-Event Data |
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277 | (4) |
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12.2 Survival Regression Models |
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281 | (12) |
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12.2.1 Cox PH Model with Fixed Covariates |
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282 | (3) |
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12.2.2 Cox PH Model with Time Varying Covariates |
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285 | (1) |
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12.2.3 Assessing Goodness of Fit |
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286 | (7) |
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12.3 Joint Modeling of Time-to-Event Data and Longitudinal Data |
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293 | (6) |
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12.3.1 Structure of Joint Model and Parameter Estimation |
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294 | (3) |
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12.3.2 Online Event Prediction for a New Unit |
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297 | (2) |
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12.4 Cox PH Model with Frailty Term for Recurrent Events |
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299 | (10) |
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304 | (1) |
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305 | (2) |
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307 | (2) |
Appendix: Basics of Vectors, Matrices, and Linear Vector Space |
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309 | (6) |
References |
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315 | (12) |
Index |
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327 | |