Wavelet detection of change points in hazard rate models with censored dependent data

DOI10.1080/10485252.2012.700055MaRDI QIDQ3145397zbMATH OpenOpenAlexFDO

Authors Jingle Wang, Ming Zheng

Publication date 20 December 2012

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485252.2012.700055

zbMATH Keywords

kernel estimation\(\alpha\)-mixingrandom censoringwavelet coefficient

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Censored data models (62N01) Estimation in survival analysis and censored data (62N02) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40)

Recommendations

• Wavelet analysis of change points in nonparametric hazard rate models under random censorship
• Non-parametric estimation for the location of a change-point in an otherwise smooth hazard function under random censoring
• Estimation in change-point hazard function models.
• Hazard model with change-point and time-dependent covariates
• Wavelet detection and change point estimation in nonparametric regression models

Cites work

• scientific article; zbMATH DE number 1487643 (Why is no real title available?)
• Asymptotic properties of Kaplan-Meier estimator for censored dependent data
• Convergence of Distributions Generated by Stationary Stochastic Processes
• Counting process intensity estimation by orthogonal wavelet methods
• Density and hazard rate estimation for censored and α-mixing data using gamma kernels
• Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility
• Estimation of a change point in a hazard function based on censored data
• Estimation with correlated censored survival data with missing covariates
• Hazard Rate Estimation under Random Censoring with Varying Kernels and Bandwidths
• Inference for a hazard rate change point
• Jump and sharp cusp detection by wavelets
• Kernel density and hazard rate estimation for censored data under \(\alpha\)-mixing condition
• Moment inequalities for mixing sequences of random variables
• Non-parametric estimation for the location of a change-point in an otherwise smooth hazard function under random censoring
• Nonlinear wavelet density and hazard rate estimation for censored data under dependent observations
• Nonparametric analysis of changes in hazard rates for censored survival data: An alternative to change-point models
• Quantile Regression Models with Multivariate Failure Time Data
• Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance

Cited in

(3)

• Most recent changepoint detection in censored panel data
• Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points
• Wavelet analysis of change points in nonparametric hazard rate models under random censorship

This page was built for publication: Wavelet detection of change points in hazard rate models with censored dependent data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3145397)