Estimation in a change-point hazard regression model

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.

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Year of publication:	2006
Authors:	Dupuy, Jean-François
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 76.2006, 2, p. 182-190
Publisher:	Elsevier
Keywords:	Change-point Hazard function Change in regression Censored data Consistency

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005313968