Strong consistency of the maximum likelihood estimators in the change-point hazard bate model

DOI10.1080/02331889008802241zbMath0717.62024MaRDI QIDQ5748737

Pham Dinh Tuan, Nguyen Trung Hung

Publication date: 1990

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889008802241

zbMATH Keywords

order statistics; limiting distribution; hazard rate; likelihood function; strongly consistent; random compact sets

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62E20: Asymptotic distribution theory in statistics

62F10: Point estimation

62N05: Reliability and life testing

Related Items

Parameter Estimation of Some NHPP Software Reliability Models with Change-Point, Bayesian Predictions for Exponentially Distributed Failure Times With One Change-Point, Estimation of the Jump-Point in a Hazard Function, Bootstrapping the change-point of a hazard rate, Detecting change in a hazard regression model with right-censoring, Estimating the turning point of a bathtub-shaped failure distribution, Estimation in a change-point hazard regression model, Inference on a Sharp Jump in Hazard Rate: A Review, Storage Life Prediction for a High-Performance Capacitor Using Multi-Phase Wiener Degradation Model

Cites Work

• Pseudo maximum likelihood estimation: The asymptotic distribution
• Pseudo maximum likelihood estimation: Theory and applications
• Piecewise exponential models for survival data with covariates
• A law of the iterated logarithm for functions of order statistics
• Confidence regions and tests for a change-point in a sequence of exponential family random variables
• Maximum likelihood estimation in hazard rate models with a change-point
• Life Tables with Concomitant Information
• Estimation in change-point hazard rate models