Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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Comparison of Change-point Estimators in Hazard Rate Models

  • Kim, Jaehee (Dept. of Statistics, Duksung Women's University)
  • Published : 2002.12.01
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Abstract

When there is one change-point in the hazard rate model, a change-point estimator with the partial score process is suggested and compared with the previously developed estimators. The limiting distribution of the partial score process we used is a function of the Brownian bridge. Simulation study gives the comparison of change-point estimators.

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References

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