Estimation of the Jump-Point in a Hazard Function (Q5454847): Difference between revisions

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+Asymptotic score-statistic processes and tests for constant hazard against a change-point alternative
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+Estimation in change-point hazard rate models
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+Normal rank
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+Strong consistency of the maximum likelihood estimators in the change-point hazard bate model
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+Bootstrapping the change-point of a hazard rate
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+Normal rank
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+Maximum likelihood estimation in hazard rate models with a change-point
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+A note on testing for constant hazard against a change-point alternative
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