Bootstrapping the change-point of a hazard rate

DOI10.1007/BF00775818MaRDI QIDQ688356zbMATH OpenOpenAlexFDO

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

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)

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

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

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
• Estimating the turning point of a bathtub-shaped failure distribution
• A change point estimation problem related to age replacement policies

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