STRONGLY CONSISTENT ESTIMATION FOR HAZARD RATE MODELS WITH A CHANGE-POINT

Authors
MI J
Citation
J. Mi, STRONGLY CONSISTENT ESTIMATION FOR HAZARD RATE MODELS WITH A CHANGE-POINT, Statistics, 28(1), 1996, pp. 35-42
Citations number
14
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Statistics → ACNP
ISSN journal
02331888
Volume
28
Issue
1
Year of publication
1996
Pages
35 - 42
Database
ISI
SICI code
0233-1888(1996)28:1<35:SCEFHR>2.0.ZU;2-G
Abstract
A geometric method for estimating the parameters for a hazard model wi th a change point by using a TTT-transform and TTT-plot is proposed. S trongly consistent estimators are obtained which are easy to compute a nd are not subject to any constraints.