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Estimation in a change-point hazard regression model

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  • Dupuy, Jean-François

Abstract

In this paper, we consider a parametric survival regression model with a change-point in both hazard and regression parameters. Change-point occurs at an unknown time point. Estimators of the change-point, hazard and regression parameters are proposed and shown to be consistent.

Suggested Citation

  • Dupuy, Jean-François, 2006. "Estimation in a change-point hazard regression model," Statistics & Probability Letters, Elsevier, vol. 76(2), pages 182-190, January.
    • Handle: RePEc:eee:stapro:v:76:y:2006:i:2:p:182-190
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    References listed on IDEAS

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    1. Cohen, Arthur & Kushary, Debashis, 1994. "Adaptive and unbiased predictors in a change point regression model," Statistics & Probability Letters, Elsevier, vol. 20(2), pages 131-138, May.
    2. Jarusková, Daniela, 2003. "Asymptotic distribution of a statistic testing a change in simple linear regression with equidistant design," Statistics & Probability Letters, Elsevier, vol. 64(1), pages 89-95, August.
    3. Koul, Hira L. & Qian, Lianfen & Surgailis, Donatas, 2003. "Asymptotics of M-estimators in two-phase linear regression models," Stochastic Processes and their Applications, Elsevier, vol. 103(1), pages 123-154, January.
    4. 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.
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    Cited by:

    1. Jianbo Xu, 2024. "Multiple random change points in survival analysis with applications to clinical trials," Statistical Papers, Springer, vol. 65(7), pages 4267-4298, September.
    2. A Syamsundar & V N A Naikan, 2008. "A proportional intensity segmented model for maintained systems," Journal of Risk and Reliability, , vol. 222(4), pages 643-654, December.
    3. Li, Yunxia & Qian, Lianfen & Zhang, Wei, 2013. "Estimation in a change-point hazard regression model with long-term survivors," Statistics & Probability Letters, Elsevier, vol. 83(7), pages 1683-1691.

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