Estimation of the Jump-Point in a Hazard Function

DOI10.1515/EQC.2003.251MaRDI QIDQ5454847zbMATH OpenOpenAlexFDO

Authors Yahia Abdel-Aty, Dietmar Ferger

Publication date 3 April 2008

Published in Economic Quality Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/eqc.2003.251

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Reliability and life testing (62N05)

Recommendations

• The maximum likelihood method with estimated nuisance parameters in hazard rate models with discontinuities
• Estimation of a change point in a hazard function based on censored data
• Estimation in change-point hazard function models.
• Strong consistency of the maximum likelihood estimators in the change-point hazard bate model
• Estimation in change-point hazard rate models

Cites work

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

Cited in

(4)

• Inference on a sharp jump in hazard rate: a review
• Detecting change in a hazard regression model with right-censoring
• The maximum likelihood method with estimated nuisance parameters in hazard rate models with discontinuities
• Likelihood ratio test for a piecewise continuous Weibull model with an unknown change point

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