dc.contributor.author | Gürler, Ü. | en_US |
dc.contributor.author | Yenigün, C. D. | en_US |
dc.date.accessioned | 2015-07-28T12:00:40Z | |
dc.date.available | 2015-07-28T12:00:40Z | |
dc.date.issued | 2011-04-27 | en_US |
dc.identifier.issn | 0167-9473 | |
dc.identifier.uri | http://hdl.handle.net/11693/12228 | |
dc.description.abstract | Hazard function plays an important role in reliability and survival analysis. In some real
life applications, abrupt changes in the hazard function may be observed and it is of
interest to detect the location and the size of the change. Hazard models with a changepoint
are considered when the observations are subject to random left truncation and
right censoring. For a piecewise constant hazard function with a single change-point, two
estimation methods based on the maximum likelihood ideas are considered. The first
method assumes parametric families of distributions for the censoring and truncation
variables, whereas the second one is based on conditional likelihood approaches. A
simulation study is carried out to illustrate the performances of the proposed estimators.
The results indicate that the fully parametric method performs better especially for
estimating the size of the change, however the difference between the two methods vanish
as the sample size increases. It is also observed that the full likelihood approach is not
robust to model misspecification. | en_US |
dc.language.iso | English | en_US |
dc.source.title | Computational Statistics and Data Analysis | en_US |
dc.relation.isversionof | http://dx.doi.org/10.1016/j.csda.2011.04.014 | en_US |
dc.subject | Hazard function | en_US |
dc.subject | Change-point | en_US |
dc.subject | Conditional likelihood | en_US |
dc.subject | Left truncated right censored data | en_US |
dc.title | Full and conditional likelihood approaches for hazard change-point estimation with truncated and censored data | en_US |
dc.type | Article | en_US |
dc.department | Department of Management | en_US |
dc.department | Department of Industrial Engineering | en_US |
dc.citation.spage | 2856 | en_US |
dc.citation.epage | 2870 | en_US |
dc.citation.volumeNumber | 55 | en_US |
dc.citation.issueNumber | 10 | en_US |
dc.identifier.doi | 10.1016/j.csda.2011.04.014 | en_US |
dc.publisher | Elsevier | en_US |
dc.identifier.eissn | 1872-7352 | |