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

DOI10.1080/10485252.2012.700055zbMATH Open1254.62104OpenAlexW2134378325MaRDI QIDQ3145397FDOQ3145397

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

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
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• Hazard model with change-point and time-dependent covariates
• Wavelet detection and change point estimation in nonparametric regression models

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)

Cites Work

• Jump and sharp cusp detection by wavelets
• Convergence of Distributions Generated by Stationary Stochastic Processes
• Counting process intensity estimation by orthogonal wavelet methods
• Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility
• Hazard Rate Estimation under Random Censoring with Varying Kernels and Bandwidths
• Quantile Regression Models with Multivariate Failure Time Data
• Moment inequalities for mixing sequences of random variables
• Inference for a hazard rate change point
• Title not available (Why is that?)
• Asymptotic properties of Kaplan-Meier estimator for censored dependent data
• Non-parametric estimation for the location of a change-point in an otherwise smooth hazard function under random censoring
• Estimation of a change point in a hazard function based on censored data
• Nonlinear wavelet density and hazard rate estimation for censored data under dependent observations
• Kernel density and hazard rate estimation for censored data under \(\alpha\)-mixing condition
• Density and hazard rate estimation for censored and α-mixing data using gamma kernels
• Estimation with correlated censored survival data with missing covariates
• Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance
• Nonparametric analysis of changes in hazard rates for censored survival data: An alternative to change-point models

Cited In (1)

• Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points

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