Rank estimators for a change-point in Koziol-Green model

Lenka Koblížková ()

Operations Research and Decisions, 2003, vol. 13, issue 3, 19-45

Abstract: This article concerns about estimation of a change-point in the Koziol-Green model of random censorship and it is a continuation of the contribution Koblížková (2002). A class of rank based estimators of the changepoint corresponding to the class of rank statistics developed by Hušková and Neuhaus (2001) is presented and its limit behaviour is investigated. Theoretical results are illustrated by a simulation study.

Keywords: Koziol-Green model; estimator; change-point (search for similar items in EconPapers)
Date: 2003
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