Estimation on Hazard Rates Change-Point Model

  • Kwang Mo Jeong (Professor Department of Statistics Pusan National University)
  • Published : 2000.04.01

Abstract

We are mainly interested in hazard rate changes which are usually occur in survival times of manufactured products or patients. We may expect early failures with one hazard rate and next another hazard rate. For this type of data we apply a hazard rate change-point model and estimate the unkown time point to improve the model adequacy. We introduce change-point logistic model to the discrete time hazard rates. The MLEs are obtained routinely and we also explain the suggested model through a dataset of survival times.

Keywords

References

  1. Annals of Mathematical Statistics v.39 Nonparametric Tests for Shift at Unknown Time Point Bhattacharyya, G.K.;Johnson, R.A.
  2. Nonparametric Statistics v.3 A Nonparametric Bootstrapped Estimate of the Change-point Boukai, B.
  3. Journal of the Royal Statistical Society, B Techniques for Testing the Constancy of Regression Relationships over Time(with Discussion) Brown, R.L.;Durbin, J.;Evans, J.M.
  4. The Annals of Statistics v.16 no.1 Nonparametric Change-point Estimation Carlstein, E.
  5. Lecture Notes v.23 Estimation in Change-Point Hazard Rate Models With Random Censorship, Change-Point Problems, Institute of Mathematical Statistics Chang, I.S.;Chen, C.H.;Hsiung, C.A.
  6. Theory and Methods v.27 no.10 Testing for a Change-point in Linear Regression Models, Communications in Statistics Chen, J.
  7. Theory of Probability and Application v.21 A Nonparametric Method for the Posterioi Detection of the "Disorder" Time of a Sequence of Independent Random Variables Darkhovskh, B.S.
  8. Journal of American Statistical Association v.92 Testing and Locating Variance Change Points with Application to Stock Prices Chen, J.;Gupta, A.K.
  9. Biometrika v.57 no.1 Inference About the Change-Point in a Sequence of Random Variables Hinkley, D.V.
  10. Lecture Notes v.23 Tests for a Change-point in Linear Regression, Institute of Mathematical Statistics Kim, H.
  11. Journal of American Statistical Association v.53 The Estimation of the Parameters of a Linear Regression System Obeying Two Separate Regimes Quandt, R.E.
  12. Journal of American Statistical Association v.55 Tests of the Hypothesis that a Linear Regression System Obeys Two Separate Regimes Quandt, R.E.
  13. Journal of the American Statistical Association v.83 no.402 Logistic Regression, Survival Analysis, and the Kaplan-Meier Curve Efron, B.
  14. International Statistical Review v.56 no.1 Confidence Sets in Change-Point Problems Siegmund, D.
  15. Biometrika v.73 no.1 Confidence Region and Tests for a Change-point in a Sequence of Exponential Family Random Variables Worsley, K.J.