A test for abrupt change in hazard regression models with Weibull baselines

DOI10.1016/J.JSPI.2013.04.006zbMATH Open1279.62046OpenAlexW2039554514MaRDI QIDQ394571FDOQ394571

Authors Matthew R. Williams, Dong-Yun Kim

Publication date 27 January 2014

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2013.04.006

zbMATH Keywords

change pointhazard regressionlikelihood ratio testlocal asymptotic normality

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Point estimation (62F10) Asymptotic properties of parametric tests (62F05)

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Cites work

• scientific article; zbMATH DE number 3990600 (Why is no real title available?)
• scientific article; zbMATH DE number 49697 (Why is no real title available?)
• scientific article; zbMATH DE number 3578234 (Why is no real title available?)
• A test for an abrupt change in Weibull hazard functions with staggered entry and type I censoring
• Asymptotic Statistics
• Detecting change in a hazard regression model with right-censoring
• Erosion of Regression Effect in a Survival Study
• Estimation in a change-point hazard regression model
• Extremes and related properties of random sequences and processes
• Likelihood ratio tests for continuous monotone hazards with an unknown change point
• Testing for a Change in the Hazard Rate with Staggered Entry

Cited in

(5)

• A test for constant hazard against a change-point alternative
• Testing for a Change in the Hazard Rate with Staggered Entry
• Aalen Additive Hazards Change-Point Model
• Testing homogeneity in Weibull-regression models
• A test for an abrupt change in Weibull hazard functions with staggered entry and type I censoring

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