Bootstrapping the change-point of a hazard rate

DOI10.1007/BF00775818zbMath0812.62031OpenAlexW1989087282MaRDI QIDQ688356

Pham Dinh Tuan, Nguyen Trung Hung

Publication date: 2 December 1993

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00775818

zbMATH Keywords

bootstraplimit distribution

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Point estimation (62F10) Nonparametric statistical resampling methods (62G09)

Related Items (4)

A change point estimation problem related to age replacement policies ⋮ Estimating the turning point of a bathtub-shaped failure distribution ⋮ Full and conditional likelihood approaches for hazard change-point estimation with truncated and censored data ⋮ Estimation of the Jump-Point in a Hazard Function

Cites Work

• 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
• Bootstrap of the mean in the infinite variance case
• Theoretical comparison of bootstrap confidence intervals
• On the inconsistency of bootstrap distribution estimators
• Early Failures in Life Testing
• Nonparametric estimation in change point hazard rate models for censored data: A counting process approach
• 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

This page was built for publication: Bootstrapping the change-point of a hazard rate