Confidence Interval for Change Point in Hazard Rate With Staggered Entry

Dong-yun Kim and Yanhong Wu

International Journal of Statistics and Probability, 2020, vol. 9, issue 6, 9

Abstract: We consider the construction of a con?dence region (interval) for a change point in hazard rate of the patients survival distribution when the patients enter the trial at random times. We show that the local- likelihood ratio process converges weakly to a certain process and obtain the maximum distribution of the process which does not depend on the change point, and thus can be used to construct the confidence region for the change point. We also compare the limiting density function to the empirical density and discuss the empirical coverage probability of the confidence interval by simulation. Stanford Heart Transplant data are used for illustration.

Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:ibn:ijspjl:v:9:y:2020:i:6:p:9

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