Chapter 11. Reliability and Survival in Econometrics and Finance

  1. Nozer D. Singpurwalla

Published Online: 19 NOV 2007

DOI: 10.1002/9780470060346.ch11

Reliability and Risk: A Bayesian Perspective

Reliability and Risk: A Bayesian Perspective

How to Cite

Singpurwalla, N. D. (2007) Reliability and Survival in Econometrics and Finance, in Reliability and Risk: A Bayesian Perspective, John Wiley & Sons, Ltd, Chichester, UK. doi: 10.1002/9780470060346.ch11

Author Information

  1. The George Washington University, Washington DC, USA

Publication History

  1. Published Online: 19 NOV 2007
  2. Published Print: 4 AUG 2006

Book Series:

  1. Wiley Series in Probability and Statistics

Book Series Editors:

  1. Walter A. Shewhart and
  2. Samuel S. Wilks

ISBN Information

Print ISBN: 9780470855027

Online ISBN: 9780470060346

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Keywords:

  • reliability and survival in econometrics and finance;
  • scaled total time on test statistic;
  • relating metrics of reliability to income inequality;
  • Bonferroni curve and Bonferroni index;
  • Lorenz curve analysis of failure data;
  • invoking reliability theory in financial risk assessment;
  • inferential issues in asset pricing;
  • reliability and survival analysis

Summary

This chapter contains sections titled:

  • Introduction and Overview

  • Relating Metrics of Reliability to those of Income Inequality

  • Invoking Reliability Theory in Financial Risk Assessment

  • Inferential Issues in Asset Pricing

  • Concluding Comments