Estimation in a change-point hazard regression model

Statistics and Probability Letters

Volumn 76, Issue 2, 2006, Pages 182-190

  Dupuy, Jean François ^a  

^a INSTITUT DE MATHÉMATIQUES DE TOULOUSE   (France)

Author keywords

Censored data; Change in regression; Change point; Consis tency; Hazard function

Indexed keywords

EID: 30344471529     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2005.07.013     Document Type: Article

References (22)

1. Chang, I.-S., Chen, C.-H., Hsiung, C.A., 1994. Estimation in change-point hazard rate models with random censorship. In: Carlstein, E., Müller, H.-G., Siegmund, D. (Eds.), Change-point Problems, Institute of Mathematical Statistics Lecture Notes - Monograph Series, vol. 23. Hayward, CA, pp. 78-92.
2. A. Cohen D. Kushary Adaptive and unbiased predictors in a change point regression model Statist. Probab. Letters 20 1994 131-138
3. M. Csörgo L. Horváth Limit Theorems in Change-Point Analysis 1997 Wiley New York
4. E. Gombay S. Liu A nonparametric test for change in randomly censored data Canadian J. Statist. 28 2000 113-121
5. G. Gurevich A. Vexler Change point problems in the model of logistic regression J. Statist. Plann. Inference 131 2005 313-331
6. L. Horváth Detecting changes in linear regressions Statistics 26 1995 189-208
7. L. Horváth Tests for changes under random censorship J. Statist. Plann. Inference 69 1998 229-243
8. L. Horváth M. Huškova M. Serbinowska Estimators for the time of change in linear models Statistics 29 1997 109-130
9. D. Jarušková Asymptotic distribution of a statistic testing a change in simple linear regression with equidistant design Statist. Probab. Lett. 64 2003 89-95
10. H.L. Koul L. Qian D. Surgailis Asymptotics of M-estimators in two-phase linear regression models Stochastic Process Appl. 103 2003 123-153
11. X. Luo B.W. Turnbull L.C. Clark Likelihood ratio tests for a changepoint with survival data Biometrika 84 1997 555-565
12. D.E. Matthews V.T. Farewell R. Pyke Asymptotic score-statistic processes and tests for constant hazard against a change-point alternative Ann. Statist. 13 1985 583-591
13. Müller, H.G., Wang, J.-L., 1994. Change-point models for hazard functions. In: Carlstein, E., Müller, H.-G., Siegmund, D. (Eds.), Change-point Problems, Institute of Mathematical Statistics Lecture Notes-Monograph Series, vol. 23. Hayward, CA, pp. 224-241.
14. H.T. Nguyen G.S. Rogers E.A. Walker Estimation in change-point hazard rate models Biometrika 71 1984 299-304
15. E. Parner Asymptotic theory for the correlated gamma-frailty model Ann. Statist. 26 1998 183-214
16. T.D. Pham H.T. Nguyen Strong consistency of the maximum likelihood estimators in the change-point hazard rate model Statistics 21 1990 203-216
17. O. Pons Estimation in a Cox regression model with a change-point at an unknown time Statistics 36 2002 101-124
18. O. Pons Estimation in a Cox regression model with a change-point according to a threshold in a covariate Ann. Statist. 31 2003 442-463
19. W. Stute Changepoint problems under random censorship Statistics 27 1996 255-266
20. A.W. Van Der Vaart Asymptotic Statistics 1998 Cambridge University Press New York
21. A.W. Van Der Vaart J.A. Wellner Weak Convergence and Empirical Processes 1996 Springer New York
22. C.Q. Wu L.C. Zhao Y.H. Wu Estimation in change-point hazard function models Statist. Probab. Lett. 63 2003 41-48