Estimation in a change-point hazard regression model

Jean-François Dupuy

Statistics & Probability Letters, 2006, vol. 76, issue 2, 182-190

Abstract: In this paper, we consider a parametric survival regression model with a change-point in both hazard and regression parameters. Change-point occurs at an unknown time point. Estimators of the change-point, hazard and regression parameters are proposed and shown to be consistent.

Keywords: Change-point; Hazard; function; Change; in; regression; Censored; data; Consistency (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (3)

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