Strong consistency of the maximum likelihood estimators in the change-point hazard bate model
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Publication:5748737
DOI10.1080/02331889008802241zbMath0717.62024OpenAlexW2072451215MaRDI QIDQ5748737
Pham Dinh Tuan, Nguyen Trung Hung
Publication date: 1990
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331889008802241
order statisticslimiting distributionhazard ratelikelihood functionstrongly consistentrandom compact sets
Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Point estimation (62F10) Reliability and life testing (62N05)
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Cites Work
- Pseudo maximum likelihood estimation: The asymptotic distribution
- Pseudo maximum likelihood estimation: Theory and applications
- Piecewise exponential models for survival data with covariates
- A law of the iterated logarithm for functions of order statistics
- Confidence regions and tests for a change-point in a sequence of exponential family random variables
- Maximum likelihood estimation in hazard rate models with a change-point
- Life Tables with Concomitant Information
- Estimation in change-point hazard rate models
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