IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v63y2003i1p41-48.html
   My bibliography  Save this article

Estimation in change-point hazard function models

Author

Listed:
  • Wu, C. Q.
  • Zhao, L. C.
  • Wu, Y. H.

Abstract

In this paper, we consider hazard function models with a change-point allowing for random censoring when the base-line hazard function is unknown with some parameters. A non-parametric estimator of the change-point is proposed in the context of counting process. The estimators of change-point and other parameters are shown to be consistent.

Suggested Citation

  • Wu, C. Q. & Zhao, L. C. & Wu, Y. H., 2003. "Estimation in change-point hazard function models," Statistics & Probability Letters, Elsevier, vol. 63(1), pages 41-48, May.
    • Handle: RePEc:eee:stapro:v:63:y:2003:i:1:p:41-48
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-7152(03)00047-6
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Dupuy, Jean-François, 2006. "Estimation in a change-point hazard regression model," Statistics & Probability Letters, Elsevier, vol. 76(2), pages 182-190, January.
    2. Cai, Xia & Tian, Yubin & Ning, Wei, 2017. "Modified information approach for detecting change points in piecewise linear failure rate function," Statistics & Probability Letters, Elsevier, vol. 125(C), pages 130-140.
    3. Frobish, Daniel & Ebrahimi, Nader, 2009. "Parametric estimation of change-points for actual event data in recurrent events models," Computational Statistics & Data Analysis, Elsevier, vol. 53(3), pages 671-682, January.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:63:y:2003:i:1:p:41-48. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.