Estimation in change-point hazard function models

C. Q. Wu, L. C. Zhao and Y. H. Wu

Statistics & Probability Letters, 2003, vol. 63, issue 1, 41-48

Abstract: In this paper, we consider hazard function models with a change-point allowing for random censoring when the base-line hazard function is unknown with some parameters. A non-parametric estimator of the change-point is proposed in the context of counting process. The estimators of change-point and other parameters are shown to be consistent.

Keywords: Change-point; Hazard; function; Counting; process; Nelson-Aalen; type; estimator (search for similar items in EconPapers)
Date: 2003
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Citations: View citations in EconPapers (3)

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