Estimation of the Jump-Point in a Hazard Function

DOI10.1515/EQC.2003.251zbMath1132.62354OpenAlexW1988824413MaRDI QIDQ5454847

Dietmar Ferger, Yahia Abdel-Aty

Publication date: 3 April 2008

Published in: Economic Quality Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/eqc.2003.251

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Reliability and life testing (62N05)

Related Items (3)

Inference on a Sharp Jump in Hazard Rate: A Review ⋮ Likelihood ratio test for a piecewise continuous Weibull model with an unknown change point ⋮ Detecting change in a hazard regression model with right-censoring

Cites Work

• Bootstrapping the change-point of a hazard rate
• 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
• Maximum likelihood estimation in hazard rate models with a change-point
• Estimation in change-point hazard rate models
• Strong consistency of the maximum likelihood estimators in the change-point hazard bate model

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