Wavelet detection of change points in hazard rate models with censored dependent data
Author
Abstract
Suggested Citation
DOI: 10.1080/10485252.2012.700055
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Guosheng Yin & Jianwen Cai, 2005. "Quantile Regression Models with Multivariate Failure Time Data," Biometrics, The International Biometric Society, vol. 61(1), pages 151-161, March.
- Zhou, Yong & Wan, Alan T.K. & Xie, Shangyu & Wang, Xiaojing, 2010. "Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance," Journal of Econometrics, Elsevier, vol. 159(1), pages 183-201, November.
- Anestis Antoniadis & Irene Gijbels & Brenda Macgibbon, 2000. "Non‐parametric Estimation for the Location of a Change‐point in an Otherwise Smooth Hazard Function under Random Censoring," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 27(3), pages 501-519, September.
- Taoufik Bouezmarni & Jeroen Rombouts, 2008. "Density and hazard rate estimation for censored and α-mixing data using gamma kernels," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 20(7), pages 627-643.
- Liang Han-Ying & Mammitzsch Volker & Steinebach Josef, 2005. "Nonlinear wavelet density and hazard rate estimation for censored data under dependent observations," Statistics & Risk Modeling, De Gruyter, vol. 23(3), pages 161-180, March.
- Chen, Gongmeng & Choi, Yoon K. & Zhou, Yong, 2008. "Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility," Journal of Econometrics, Elsevier, vol. 143(2), pages 227-262, April.
- Cai, Zongwu, 1998. "Asymptotic properties of Kaplan-Meier estimator for censored dependent data," Statistics & Probability Letters, Elsevier, vol. 37(4), pages 381-389, March.
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.- Yujiao Yang & Qiongxia Song, 2014. "Jump detection in time series nonparametric regression models: a polynomial spline approach," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 66(2), pages 325-344, April.
- Taoufik Bouezmarni & Jeroen Rombouts, 2008. "Density and hazard rate estimation for censored and α-mixing data using gamma kernels," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 20(7), pages 627-643.
- Chen, Heng & Fan, Yanqin, 2019. "Identification and wavelet estimation of weighted ATE under discontinuous and kink incentive assignment mechanisms," Journal of Econometrics, Elsevier, vol. 212(2), pages 476-502.
- Altun, Mustafa & Comert, Salih Vehbi, 2016. "A change-point based reliability prediction model using field return data," Reliability Engineering and System Safety, Elsevier, vol. 156(C), pages 175-184.
- Ouimet, Frédéric & Tolosana-Delgado, Raimon, 2022. "Asymptotic properties of Dirichlet kernel density estimators," Journal of Multivariate Analysis, Elsevier, vol. 187(C).
- Tang, Linjun & Zhou, Zhangong & Wu, Changchun, 2012. "Weighted composite quantile estimation and variable selection method for censored regression model," Statistics & Probability Letters, Elsevier, vol. 82(3), pages 653-663.
- Sun, Liuquan & Zhou, Xian, 2001. "Survival function and density estimation for truncated dependent data," Statistics & Probability Letters, Elsevier, vol. 52(1), pages 47-57, March.
- Yi Wu & Wei Yu & Xuejun Wang, 2022. "Strong representations of the Kaplan–Meier estimator and hazard estimator with censored widely orthant dependent data," Computational Statistics, Springer, vol. 37(1), pages 383-402, March.
- Han-Ying Liang & Jacobo Uña-Álvarez, 2011. "Asymptotic properties of conditional quantile estimator for censored dependent observations," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 63(2), pages 267-289, April.
- Shiyi Chen & Wolfgang K. Härdle & Kiho Jeong, 2010. "Forecasting volatility with support vector machine-based GARCH model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(4), pages 406-433.
- Ouafae Benrabah & Elias Ould Saïd & Abdelkader Tatachak, 2015. "A kernel mode estimate under random left truncation and time series model: asymptotic normality," Statistical Papers, Springer, vol. 56(3), pages 887-910, August.
- Maria Marino & Alessio Farcomeni, 2015. "Linear quantile regression models for longitudinal experiments: an overview," METRON, Springer;Sapienza Università di Roma, vol. 73(2), pages 229-247, August.
- Jiang, Liewen & Bondell, Howard D. & Wang, Huixia Judy, 2014. "Interquantile shrinkage and variable selection in quantile regression," Computational Statistics & Data Analysis, Elsevier, vol. 69(C), pages 208-219.
- Salah Khardani & Mohamed Lemdani & Elias Ould Saïd, 2012. "On the strong uniform consistency of the mode estimator for censored time series," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 75(2), pages 229-241, February.
- Zhou, Yong & Wan, Alan T.K. & Xie, Shangyu & Wang, Xiaojing, 2010. "Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance," Journal of Econometrics, Elsevier, vol. 159(1), pages 183-201, November.
- Eckhard Liebscher, 2002. "Kernel Density and Hazard Rate Estimation for Censored Data under α-Mixing Condition," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 54(1), pages 19-28, March.
- Fu, Liya & Wang, You-Gan, 2016. "Efficient parameter estimation via Gaussian copulas for quantile regression with longitudinal data," Journal of Multivariate Analysis, Elsevier, vol. 143(C), pages 492-502.
- Xiaoming Lu & Zhaozhi Fan, 2015. "Weighted quantile regression for longitudinal data," Computational Statistics, Springer, vol. 30(2), pages 569-592, June.
- Chien-Lin Su & Russell J. Steele & Ian Shrier, 2021. "The semiparametric accelerated trend-renewal process for recurrent event data," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 27(3), pages 357-387, July.
- Angers, Jean-Francois & MacGibbon, Brenda, 2013. "Hazard function estimation with nonnegative “wavelets”," Statistics & Probability Letters, Elsevier, vol. 83(4), pages 969-978.
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:taf:gnstxx:v:24:y:2012:i:3:p:765-781. 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: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/GNST20 .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.