Likelihood ratio tests for continuous monotone hazards with an unknown change point

M.R. Williams and D. Kim

Statistics & Probability Letters, 2011, vol. 81, issue 11, 1599-1603

Abstract: We consider the likelihood ratio tests (LRT) for two continuous monotone hazards with an unknown change point. We establish the convergence in distribution and weak convergence of LRT. Simulation studies show that the proposed tests compare favorably to other existing tests.

Keywords: Change; point; Continuous; monotone; hazard; Likelihood; ratio; test; Local; asymptotic; normality; Donsker; class (search for similar items in EconPapers)
Date: 2011
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