Constant hazard against a change-point alternative: a bayesian approach with censored data
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Publication:3473135
DOI10.1080/03610928908830124zbMath0696.62149OpenAlexW2052875196MaRDI QIDQ3473135
Heleno Bolfarine, Jorge Alberto Achcar
Publication date: 1989
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610928908830124
Related Items (8)
Inference on a Sharp Jump in Hazard Rate: A Review ⋮ A new class of bivariate Sushila distributions in presence of right-censored and cure fraction ⋮ Bayesian analysis of change-point hazard rate problem ⋮ A first order autoregressive process with a change point: a Bayesian approach based on model selection ⋮ Multiple Change-Point Detection in Piecewise Exponential Hazard Regression Models with Long-Term Survivors and Right Censoring ⋮ Rapid detection of the switching point in a financial market structure using the particle filter ⋮ Change-point problems: bibliography and review ⋮ Asymptotics of a bayesian approach to estimating change-point in a hazard rate
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