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Comparison of Change-point Estimators in Hazard Rate Models
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 Title & Authors
Comparison of Change-point Estimators in Hazard Rate Models
Kim, Jaehee;
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 Abstract
When there is one change-point in the hazard rate model, a change-point estimator with the partial score process is suggested and compared with the previously developed estimators. The limiting distribution of the partial score process we used is a function of the Brownian bridge. Simulation study gives the comparison of change-point estimators.
 Keywords
Change-point;Hazard rate;Maximum likelihood;Score-statistic;Ornstein-Uhlenbeck process;Nelson-Aalen cumulative hazard estimator;
 Language
English
 Cited by
 References
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