Asymptotic score-statistic processes and tests for constant hazard against a change-point alternative

DOI10.1214/AOS/1176349540zbMATH Open0576.62032OpenAlexW1991327318MaRDI QIDQ1064697FDOQ1064697

Vernon T. Farewell, Ronald Pyke, David E. Matthews

Publication date: 1985

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176349540

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zbMATH Keywords

empirical processOrnstein-Uhlenbeck processweak convergencechange-pointnuisance parameterfirst passage time problemasymptotic significance levelmaximal score statisticstesting exponentialitytesting for a constant failure rate

Mathematics Subject Classification ID

Reliability and life testing (62N05) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05)

Cited In (51)

• Multiple random change points in survival analysis with applications to clinical trials
• Moments inequalities of aging families of distributions with hypotheses testing applications
• Multiple Change-Point Detection in Piecewise Exponential Hazard Regression Models with Long-Term Survivors and Right Censoring
• A multistate model for events defined by prolonged observation
• Likelihood ratio tests for continuous monotone hazards with an unknown change point
• A note on testing for constant hazard against a change-point alternative
• On the asymptotic distribution of an estimate of the change point in a failure rate
• Detecting change in a hazard regression model with right-censoring
• Exploring the longevity risk using statistical tools derived from the Shiryaev-Roberts procedure
• INVARIANCE PRINCIPLES FOR CHANGE-POINT PROBLEMS UNDER DEPENDENT RANDOM VARIABLES
• Bayesian multiple change-points estimation for hazard with censored survival data from exponential distributions
• Statistical analysis of right‐censored failure‐time data with partially specified hazard rates
• Estimation of a change point in the hazard rate of Lindley model under right censoring
• Inference on a sharp jump in hazard rate: a review
• On change-points tests based on two-samples \(U\)-statistics for weakly dependent observations
• Bootstrapping the change-point of a hazard rate
• A family of tests for trend change in failure rate function with right censored data
• Estimation of the Jump-Point in a Hazard Function
• Likelihood ratio test for a piecewise continuous Weibull model with an unknown change point
• A new Bayes estimate of the change point in the hazard function
• The likelihood ratio test for the change point problem for exponentially distributed random variables
• Minimax and adaptive tests for detecting abrupt and possibly transitory changes in a Poisson process
• Survival model induced by discrete frailty for modeling of lifetime data with long-term survivors and change-point
• Asymptotic distribution of the score test for detecting marks in Hawkes processes
• Estimation in change-point hazard function models.
• The asymptotic distribution of MLE of treatment lag threshold
• Fitting a Semi-Parametric Mixture Model for Competing Risks in Survival Data
• Estimation in a change-point hazard regression model
• The extended Burr-R class: properties, applications and modified test for censored data
• Testing whether failure rate changes its trend with unknown change points
• Step‐function covariate effects in the proportional‐hazards model
• Nonparametric tests for the changepoint problem
• A Test for an Abrupt Change in Weibull Hazard Functions with Staggered Entry and Type I Censoring
• Constant hazard against a change-point alternative: a bayesian approach with censored data
• On Testing Exponentiality against NBAFR Alternatives
• Estimation in a Cox regression model with a change-point according to a threshold in a covariate
• Efficient estimation of Cox model with random change point
• Estimation in the single change-point hazard function for interval-censored data with a cure fraction
• Nonparametric estimation in change point hazard rate models for censored data: A counting process approach
• Nonparametric hazard rate estimation by orthogonal wavelet methods
• Detecting trend change in hazard functions -- an \(L\)-statistic approach
• Maximum likelihood estimation in hazard rate models with a change-point
• Testing dominance of biometric functions
• The Score Statistic in Constancy Testing for a Discrete Hazard Rate
• A change-point estimator with the hazard ratio
• Estimations of a threshold parameter in cox regression
• Change-point problems: bibliography and review
• On \(L^2\) space approach to change point problems
• Estimation in a change-point hazard regression model with long-term survivors
• Testing for change-point in the covariate effects based on the Cox regression model
• Semiparametric Sequential Testing for Multiple Change Points in Piecewise Constant Hazard Functions with Long-Term Survivors

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