Nonparametric estimation in change point hazard rate models for censored data: A counting process approach
From MaRDI portal
Publication:3432374
DOI10.1080/10485259308832577zbMath1380.62124OpenAlexW1980568791MaRDI QIDQ3432374
No author found.
Publication date: 16 April 2007
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485259308832577
Related Items
Two Non-Parametric Tests For Change-Point Problems. IDOPT Project: It is a joint project of CNRS, INRIA, UJF and INPG ⋮ Bootstrapping the change-point of a hazard rate ⋮ Change point estimation by local linear smoothing
Cites Work
- A penalty method for nonparametric estimation of the intensity function of a counting process
- Smoothing counting process intensities by means of kernel functions
- Asymptotic score-statistic processes and tests for constant hazard against a change-point alternative
- A note on testing for constant hazard against a change-point alternative
- Convergence rates for partially splined models
- Smoothing signals for semimartingales
- Asymptotically optimal bandwidth selection for kernel density estimators from randomly right-censored samples
- Change-points in nonparametric regression analysis
- Nonparametric inference for a family of counting processes
- Score Tests for Homogeneity of Regression Effect in the Proportional Hazards Model
- Inference for a hazard rate change point
- Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative
- Vitesse de convergence des estimateurs a noyau pour l'intensite d'un processus ponctuel
- Estimation in change-point hazard rate models
- Curve Estimates
- Statistical models based on counting processes