IDEAS home Printed from https://ideas.repec.org/a/spr/stpapr/v62y2021i1d10.1007_s00362-018-01074-8.html
   My bibliography  Save this article

Detecting trend change in hazard functions—an L-statistic approach

Author

Listed:
  • Priyanka Majumder

    (Indian Institute of Engineering Science and Technology)

  • Murari Mitra

    (Indian Institute of Engineering Science and Technology)

Abstract

A unified test is proposed to detect trend change in hazard functions. Test statistics based on a weighted integral approach are constructed utilizing a measure of deviation from exponentiality. We exploit L-statistic theory to obtain the exact and asymptotic distributions of our statistics and establish the consistency of the test. Theoretical results of previous works are obtained as special cases. A simulation study shows significant improvement in power depending on appropriate choice of parameters j and k introduced in our work. Finally, applications to real life data sets are presented to illustrate our results.

Suggested Citation

  • Priyanka Majumder & Murari Mitra, 2021. "Detecting trend change in hazard functions—an L-statistic approach," Statistical Papers, Springer, vol. 62(1), pages 31-52, February.
  • Handle: RePEc:spr:stpapr:v:62:y:2021:i:1:d:10.1007_s00362-018-01074-8
    DOI: 10.1007/s00362-018-01074-8
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s00362-018-01074-8
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.

    File URL: https://libkey.io/10.1007/s00362-018-01074-8?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

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

    References listed on IDEAS

    as
    1. F. Belzunce & J. Pinar & J. Ruiz, 2005. "On testing the dilation order and HNBUE alternatives," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 57(4), pages 803-815, December.
    2. M. Anis, 2014. "Tests of non-monotonic stochastic aging notions in reliability theory," Statistical Papers, Springer, vol. 55(3), pages 691-714, August.
    3. Anis, M.Z. & Mitra, M., 2011. "A generalized Hollander-Proschan type test for NBUE alternatives," Statistics & Probability Letters, Elsevier, vol. 81(1), pages 126-132, January.
    4. Anis, M.Z. & Basu, Kinjal, 2011. "The exact null distribution of the generalized Hollander-Proschan type test for NBUE alternatives," Statistics & Probability Letters, Elsevier, vol. 81(11), pages 1733-1737, November.
    5. P. Sankaran & N. Midhu, 2016. "Testing exponentiality using mean residual quantile function," Statistical Papers, Springer, vol. 57(1), pages 235-247, March.
    6. L. Diab, 2010. "Testing for NBUL using goodness of fit approach with applications," Statistical Papers, Springer, vol. 51(1), pages 27-40, January.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Ruhul Ali Khan & Dhrubasish Bhattacharyya & Murari Mitra, 2021. "Exact and asymptotic tests of exponentiality against nonmonotonic mean time to failure type alternatives," Statistical Papers, Springer, vol. 62(6), pages 3015-3045, December.
    2. Ghosh, Shyamal & Mitra, Murari, 2017. "A weighted integral approach to testing against HNBUE alternatives," Statistics & Probability Letters, Elsevier, vol. 129(C), pages 58-64.
    3. Priyanka Majumder & Murari Mitra, 2019. "A test for detecting Laplace order dominance and related Bahadur efficiency issues," Statistical Papers, Springer, vol. 60(6), pages 1921-1937, December.
    4. Ghosh, Shyamal & Mitra, Murari, 2017. "A Hollander–Proschan type test when ageing is not monotone," Statistics & Probability Letters, Elsevier, vol. 121(C), pages 119-127.
    5. Bhattacharyya, Dhrubasish & Khan, Ruhul Ali & Mitra, Murari, 2020. "A test of exponentiality against DMTTF alternatives via L-statistics," Statistics & Probability Letters, Elsevier, vol. 165(C).
    6. Lando, Tommaso, 2024. "Nonparametric inference for NBUE distributions based on the TTT transform," Statistics & Probability Letters, Elsevier, vol. 212(C).
    7. M. Anis, 2011. "Comments on “Testing for NBUL using goodness of fit approach with applications” (Statistical Papers (2010) 51: 27–40, DOI 10.1007/s00362-007-0113-0)," Statistical Papers, Springer, vol. 52(3), pages 743-747, August.
    8. Cheung, Ki Ling & Song, Jing-Sheng & Zhang, Yue, 2017. "Cost reduction through operations reversal," European Journal of Operational Research, Elsevier, vol. 259(1), pages 100-112.
    9. Pooja Soni & Isha Dewan & Kanchan Jain, 2019. "Nonparametric tests for ordered quantiles," Statistical Papers, Springer, vol. 60(3), pages 963-981, June.
    10. Anis M. Z., 2011. "Testing Exponentiality Against NBUL Alternatives Using Positive and Negative Fractional Moments," Stochastics and Quality Control, De Gruyter, vol. 26(2), pages 215-234, January.
    11. Anis, M.Z. & Ghosh, Abhik, 2015. "Monte Carlo comparison of tests of exponentiality against NWBUE alternatives," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 115(C), pages 1-11.

    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:spr:stpapr:v:62:y:2021:i:1:d:10.1007_s00362-018-01074-8. 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.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with 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: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    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.