Progressive censoring from heterogeneous distributions with applications to robustness

Progressively censored order statistics from heterogeneous distributions are introduced and their properties are investigated. After deriving the joint density function, some properties are established. In particular, the case of proportional hazards leads to an interesting connection to the model of generalized order statistics. Finally, the special case of exponential distribution is considered and some known results are generalized to this heterogeneous case, and their implications to robustness are highlighted.