Estimation of a change point in a hazard function based on censored data
Lifetime Data Analysis
Please cite this item using this persistent URLhttp://hdl.handle.net/11693/24359
The hazard function plays an important role in reliability or survival studies since it describes the instantaneous risk of failure of items at a time point, given that they have not failed before. In some real life applications, abrupt changes in the hazard function are observed due to overhauls, major operations or specific maintenance activities. In such situations it is of interest to detect the location where such a change occurs and estimate the size of the change. In this paper we consider the problem of estimating a single change point in a piecewise constant hazard function when the observed variables are subject to random censoring. We suggest an estimation procedure that is based on certain structural properties and on least squares ideas. A simulation study is carried out to compare the performance of this estimator with two estimators available in the literature: an estimator based on a functional of the Nelson-Aalen estimator and a maximum likelihood estimator. The proposed least squares estimator turns out to be less biased than the other two estimators, but has a larger variance. We illustrate the estimation method on some real data sets.
- Research Paper 
Showing items related by title, author, creator and subject.
Gürler Ü.; Kvam P. (2011)In most reliability studies involving censoring, one assumes that censoring probabilities are unknown. We derive a nonparametric estimator for the survival function when information regarding censoring frequency is available. ...
Yilmaz O.; Kara B.Y.; Yetis U. (Academic Press, 2017)This paper presents a multi objective mixed integer location/routing model that aims to minimize transportation cost and risks for large-scale hazardous waste management systems (HWMSs). Risks induced by hazardous wastes ...
Full and conditional likelihood approaches for hazard change-point estimation with truncated and censored data Gürler Ü.; Deniz Yenign, C. (2011)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 ...