Staff profile

• Nonparametric predictive inference
• Nonparametric statistics
• Modeling dependence
• Diagnostic accuracy including ROC analysis
• Reliability and survival analysis
• Uncertainty quantification including imprecise probability

• Quantitative Research in Financial Economics
• Statistics

Chapter in book

• Coolen, Frank P. A. & Coolen‐Maturi, Tahani (2022). Survival Signatures for System Reliability. In Wiley StatsRef: Statistics Reference Online.
• Coolen, F.P.A. & Coolen-Maturi, T. (2021). The survival signature for quantifying system reliability: an introductory overview from practical perspective. In Reliability Engineering and Computational Intelligence. van Gulijk, C. & Zaitseva, E. Springer. 976: 23-37.
• Coolen, F.P.A. & Coolen-Maturi, T. (2015). Modelling Uncertain Aspects of System Dependability with Survival Signatures. In Dependability Problems of Complex Information Systems. Zamojski, W. & Sugier, J. Cham, Switzerland: Springer. 19-34.
• Coolen, F.P.A. & Coolen-Maturi, T. (2012). Generalizing the signature to systems with multiple types of components. In Complex Systems and Dependability. Zamojski, W., Mazurkiewicz, J., Sugier, J. Walkowiak, T. & Kacprzyk, J. Berlin: Springer. 170: 115-130.
• Coolen-Schrijner, P., Maturi, T.A. & Coolen, F.P.A. (2009). Nonparametric Predictive Precedence Testing for Two Groups. In Imprecision in Statistical Theory and Practice. Coolen-Schrijner, P., Coolen, F., Troffaes, M., Augustin, T. & Gupta, S. Grace Scientific Publishing LLC. 91-105.

Journal Article

• Chang, Miaoxin, Huang, Xianzhen, Coolen, F. P. A. & Coolen-Maturi, Tahani (2023). New reliability model for complex systems based on stochastic processes and survival signature. European Journal of Operational Research
• Asamh Saleh M. Al Luhayb, Frank P.A. Coolen & Tahani Coolen-Maturi (2023). Smoothed Bootstrap for Right-Censored Data. Communications in Statistics - Theory and Methods
• Coolen, Frank P. A., Coolen‐Maturi, Tahani & van Houtum, Geert‐Jan (2023). Discussion of signature‐based models of preventive maintenance. Applied Stochastic Models in Business and Industry 39(1): 68-70.
• Moral-Garcia, S., Abellan, J., Coolen-Maturi, T. & Coolen, F.P.A. (2022). A Cost-Sensitive Imprecise Credal Decision Tree based on Nonparametric Predictive Inference. Applied Soft Computing 123: 108916.
• He, T., Coolen, F.P.A. & Coolen-Maturi, T. (2022). Pricing exotic options in the incomplete market: an imprecise probability method. Applied Stochastic Models in Business and Industry 38(3): 422-440.
• Simkus, A., Coolen, F. P. A., Coolen-Maturi, T., Karp, N. A. & Bendtsen, C. (2022). Statistical reproducibility for pairwise t-tests in pharmaceutical research. Statistical Methods in Medical Research 31(4): 673-688.
• Coolen-Maturi, T. & Coolen, F.P.A. (2022). A monotonicity property of weighted log-rank tests. Communications in Statistics – Theory and Methods
• Coolen-Maturi, Tahani (2022). The ordering of future observations from multiple groups. Communications in Statistics - Simulation and Computation 51(12): 7526-7543.
• Chang, M., Huang, X., Coolen, F.P.A. & Coolen-Maturi, T. (2021). Reliability analysis for systems based on degradation rates and hard failure thresholds changing with degradation levels. Reliability Engineering and System Safety 216: 108007.
• Coolen, F.P.A., Ahmadini, A.A.H. & Coolen-Maturi, T. (2021). Imprecise inference based on the log-rank test for accelerated life testing. Metrika 84: 913-925.
• Alabdulhadi, M., Coolen-Maturi, T. & Coolen, F.P.A. (2021). Nonparametric predictive inference for comparison of two diagnostic tests. Communications in Statistics - Theory and Methods 50(19): 4470-4486.
• Coolen-Maturi, T., Coolen, Frank P.A. & Balakrishnan, Narayanaswamy (2021). The joint survival signature of coherent systems with shared components. Reliability Engineering and System Safety 207: 107350.
• He, T., Coolen, F.P.A. & Coolen-Maturi, T. (2021). Nonparametric Predictive Inference for American Option Pricing based on the Binomial Tree Model. Communications in Statistics – Theory and Methods 50(20): 4657-4684.
• Coolen-Maturi, T., Coolen, F.P.A. & Alabdulhadi, M. (2020). Nonparametric predictive inference for diagnostic test thresholds. Communications in Statistics – Theory and Methods 49(3): 697-725.
• Huang, X., Coolen, F.P.A., Coolen-Maturi, T. & Zhang, Y. (2020). A new study on reliability importance analysis of phased mission systems. IEEE Transactions on Reliability 69(2): 522-532.
• Chen, J., Coolen, F.P.A. & Coolen-Maturi, T. (2019). On nonparametric predictive inference for asset and European option trading in the binomial tree model. Journal of the Operational Research Society 70(10): 1678-1691.
• Tee, Kong Fah, Pesinis, Konstantinos & Coolen-Maturi, Tahani (2019). Competing risks survival analysis of ruptured gas pipelines: A nonparametric predictive approach. International Journal of Pressure Vessels and Piping 175: 103919.
• Alabdulhadi, M.H., Coolen, F.P.A. & Coolen-Maturi, T. (2019). Nonparametric predictive comparison of two diagnostic tests based on total numbers of correctly diagnosed individuals. Journal of Statistical Theory and Practice 13: 38.
• He, T., Coolen, F.P.A. & Coolen-Maturi, T. (2019). Nonparametric Predictive Inference for European Option Pricing based on the Binomial Tree Model. Journal of the Operational Research Society 70(10): 1692-1708.
• Huang, X., Coolen, F.P.A. & Coolen-Maturi, T. (2019). A heuristic survival signature based approach for reliability-redundancy allocation. Reliability Engineering and System Safety 185: 511-517.
• Coolen-Maturi, T. & Coolen, F.P.A. (2019). Non‐parametric predictive inference for the validation of credit rating systems. Journal of the Royal Statistical Society: Series A 182(4): 1189-1204.
• Marques, F.J., Coolen, F.P.A. & Coolen-Maturi, T. (2019). Introducing nonparametric predictive inference methods for reproducibility of likelihood ratio tests. Journal of Statistical Theory and Practice 13: 15.
• Marques, F.J., Coolen, F.P.A. & Coolen-Maturi, T. (2019). Approximations for the likelihood ratio statistic for hypothesis testing between two Beta distributions. Journal of Statistical Theory and Practice 13: 17.
• Muhammad, N., Coolen-Maturi, T. & Coolen, F.P.A. (2018). Nonparametric predictive inference with parametric copulas for combining bivariate diagnostic tests. Statistics, Optimization and Information Computing 6(3): 398-408.
• Eryilmaz, S., Coolen, F.P.A. & Coolen-Maturi, T. (2018). Mean residual life of coherent systems consisting of multiple types of dependent components. Naval Research Logistics 65(1): 86-97.
• Eryilmaz, S., Coolen, F.P.A. & Coolen-Maturi, T. (2018). Marginal and joint reliability importance based on survival signature. Reliability Engineering and System Safety 172: 118-128.
• Coolen, F.P.A., Coolen-Maturi, T. & Alqifari, H.N. (2018). Nonparametric predictive inference for future order statistics. Communications in Statistics - Theory and Methods 47(10): 2527-2548.
• Patelli,E., Feng,G., Coolen, F.P.A. & Coolen-Maturi,T. (2017). Simulation Methods for System Reliability Using the Survival Signature. Reliability Engineering & System Safety 167: 327-337.
• Yin, Y.-C., Coolen, F.P.A. & Coolen-Maturi, T. (2017). An imprecise statistical method for accelerated life testing using the power-Weibull model. Reliability Engineering and System Safety 167: 158-167.
• Coolen-Maturi,T. (2017). Predictive inference for best linear combination of biomarkers subject to limits of detection. Statistics in Medicine 36(18): 2844-2874.
• Baker, R.M., Coolen-Maturi, T. & Coolen, F.P.A. (2017). Nonparametric predictive inference for stock returns. Journal of Applied Statistics 44(8): 1333-1349.
• Coolen-Maturi, T. (2017). Three-group ROC predictive analysis for ordinal outcomes. Communications in Statistics – Theory and Methods 46(19): 9476-9493.
• Coolen, F.P.A. & Coolen-Maturi, T. (2016). On the structure function and survival signature for system reliability. Safety and Reliability 36(2): 77-87.
• Coolen, F.P.A. & Coolen-Maturi, T. (2016). The structure function for system reliability as predictive (imprecise) probability. Reliability Engineering & System Safety 154: 180-187.
• Coolen-Maturi, T., Coolen, F.P.A. & Muhammad, N. (2016). Predictive inference for bivariate data: Combining nonparametric predictive inference for marginals with an estimated copula. Journal of Statistical Theory and Practice 10(3): 515-538.
• Coolen-Maturi, T. (2016). New weighted rank correlation coefficients sensitive to agreement on top and bottom rankings. Journal of Applied Statistics 43(12): 2261-2279.
• Tee, F.K., Khan, L.R. & Coolen-Maturi, T. (2015). Application of receiver operating characteristic curve for pipeline reliability analysis. Proceedings of the institution of Mechanical Engineers, part O journal of risk and reliability 229(3): 181-192.
• Coolen, F.P.A. & Coolen-Maturi, T. (2015). Predictive inference for system reliability after common-cause component failures. Reliability Engineering & System Safety 135: 27-33.
• Coolen-Maturi, T. & Coolen, F.P.A. (2015). Nonparametric Predictive Inference with Combined Data Under Different Right-Censoring Schemes. Journal of Statistical Theory and Practice 9(2): 288-304.
• Coolen-Maturi, T. (2014). Nonparametric predictive pairwise comparison with competing risks. Reliability Engineering & System Safety 132: 146-153.
• Coolen, F.P.A. Coolen-Maturi, T. & Al-nefaiee, A.H. (2014). Nonparametric predictive inference for system reliability using the survival signature. Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability 228(5): 437-448.
• Coolen-Maturi, T., Elkhafifi, F.F. & Coolen, F.P.A. (2014). Three-group ROC analysis: a nonparametric predictive approach. Computational Statistics & Data Analysis 78: 69-81.
• Coolen-Maturi, T. (2014). A New Weighted Rank Coefficient of Concordance. Journal of Applied Statistics 41(8): 1721-1745.
• Coolen-Maturi, T. & Coolen, F.P.A. (2014). Nonparametric predictive inference for combined competing risks data. Reliability Engineering & System Safety 126: 87-97.
• Coolen, F.P.A., Coolen-Schrijner, P. & Coolen-Maturi, T. (2013). Nonparametric Predictive Inference for Ordinal Data. Communications in Statistics - Theory and Methods 42(19): 3478-3496.
• Coolen-Maturi, T. (2013). Islamic Insurance (Takaful): Demand and Supply in the UK. International Journal of Islamic and Middle Eastern Finance and Management 6(2): 87-104.
• Coolen-Maturi, T., Coolen-Schrijner, P. & Coolen, F.P.A. (2012). Nonparametric predictive multiple comparisons of lifetime data. Communications in Statistics - Theory and Methods 41(22): 4164-4181.
• Coolen-Maturi, T., Coolen-Schrijner, P. & Coolen, F.P.A. (2012). Nonparametric predictive inference for binary diagnostic tests. Journal of Statistical Theory and Practice 6(4): 665-680.
• Coolen-Maturi, T., Coolen-Schrijner, P. & Coolen, F.P.A. (2012). Nonparametric predictive inference for diagnostic accuracy. Journal of Statistical Planning and Inference 142(5): 1141-1150.
• Coolen-Maturi, T, Coolen-Schrijner, P, & Coolen, F.P.A. (2011). Nonparametric predictive selection with early experiment termination. Journal of Statistical Planning and Inference 141(4): 1403-1421.
• Coolen-Maturi, T. & Coolen, F.P.A. (2011). Unobserved, re-defined, unknown or removed failure modes in competing risks. Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability 225(4): 461-474.
• Maturi, T.A. & Elsayigh, A. (2010). A Comparison of Correlation Coefficients via a Three-Step Bootstrap Approach. Journal of Mathematics Research 2(2): 3-10.
• Maturi, T.A., Coolen-Schrijner, P. & Coolen, F.P.A. (2010). Nonparametric predictive inference for competing risks. Proceedings of the Institution of Mechanical Engineers - Part O: Journal of Risk and Reliability 224(1): 11-26.
• Maturi, TA, Coolen-Schrijner, P & Coolen, FPA (2010). Nonparametric predictive comparison of lifetime data under progressive censoring. Journal of Statistical Planning and Inference 140(2): 515–525.
• Maturi, T.A. & Elsayigh, A. (2009). The Correlation between Variate-Values and Ranks in Samples from Complete Fourth Power Exponential Distribution. Journal of Mathematics Research 1(1): 14-18.
• Maturi, T.A., Coolen-Schrijner, P. & Coolen, F.P.A. (2009). Nonparametric predictive pairwise comparison for real-valued data with terminated tails. International Journal of Approximate Reasoning 51(1): 141-150.
• Maturi, T.A. & Abdelfattah, E.H. (2008). A New Weighted Rank Correlation. Journal of Mathematics and Statistics 4(4): 226-230.

Other (Print)

• Maturi, T.A. (2010). Nonparametric Predictive Inference for Multiple Comparisons. PhD Thesis, Durham University, UK