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http://dx.doi.org/10.5351/CKSS.2002.9.3.753

Comparison of Change-point Estimators in Hazard Rate Models  

Kim, Jaehee (Dept. of Statistics, Duksung Women's University)
Publication Information
Communications for Statistical Applications and Methods / v.9, no.3, 2002 , pp. 753-763 More about this Journal
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.
Keywords
Change-point; Hazard rate; Maximum likelihood; Score-statistic; Ornstein-Uhlenbeck process; Nelson-Aalen cumulative hazard estimator;
Citations & Related Records
Times Cited By KSCI : 1  (Citation Analysis)
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