Bootstrapping the change-point of a hazard rate

DOI10.1007/BF00775818zbMATH Open0812.62031OpenAlexW1989087282MaRDI QIDQ688356FDOQ688356

Authors: Pham Dinh Tuan, Hung T. Nguyen 

Publication date: 2 December 1993

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00775818

Recommendations

• Change-point problem and bootstrap
• A Nonparametric bootstrapped estimate of the change-point
• Strong consistency of the maximum likelihood estimators in the change-point hazard bate model
• Maximum likelihood estimation in hazard rate models with a change-point
• Diagnosing bootstrap success

zbMATH Keywords

bootstraplimit distribution

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09)

Cites Work

• Theoretical comparison of bootstrap confidence intervals
• Bootstrap of the mean in the infinite variance case
• Asymptotic score-statistic processes and tests for constant hazard against a change-point alternative
• Early Failures in Life Testing
• On the inconsistency of bootstrap distribution estimators
• A note on testing for constant hazard against a change-point alternative
• Nonparametric estimation in change point hazard rate models for censored data: A counting process approach
• Maximum likelihood estimation in hazard rate models with a change-point
• Estimation in change-point hazard rate models
• Strong consistency of the maximum likelihood estimators in the change-point hazard bate model

Cited In (4)

• Full and conditional likelihood approaches for hazard change-point estimation with truncated and censored data
• Estimation of the Jump-Point in a Hazard Function
• A change point estimation problem related to age replacement policies
• Estimating the turning point of a bathtub-shaped failure distribution

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