Hazard Change - Point Estimation with Truncated Data
Year 2002,
Volume: 1 Issue: 2, 95 - 101, 16.08.2002
Ülkü Gurler
,
Cemal Deniz Yenigün
Abstract
In this study we consider hazard models with a single change point when the observations are subject to random truncation. For a piecewise constant hazard function with a single change- point, we consider an estimation procedure based on the maximum likelihood ideas. The performance of the proposed estimators is illustrated by simulation results.
References
- ANTONIADIS, A., GIJBELS, I. and MACGIBBON, B. (1998), Technical Report, University of Quebec at Montreal.
- GRIGELETTO, M. and AKRITAS, M.G. (1999), Analysis of covariance with incomplete data via semiparametric model transformations, Biometrics, 55, 1177-1187.
- KALBFLEISCH, J. D. and LAWLESS, J.F. (1991), Regression Models for right truncated data with applications to AIDS incubation times and reporting lags, Statistics Sinica, 1, 19-32.
- LOADER, C.R. (1991), Inference for hazard rate change-point, Biometrica, 78, 835-843.
- LOADER, C.R. (1996), Change Point Estimation Using Nonparametric Regression, The Annals of Statistics, 24, no:4, 1667-1678.
- MATTHEWS, D.E. And Farewell, V.T. (1982). On testing for a constant hazard against a change-point alternative. Biometrics, 38, 463-468.
- WANDERLAAN, M. J. (1996). Nonparametric estimation of the bivariate survival function with truncated data. Journal of Multivariate Analysis. 58, 107-131.
- WANG, M.C. (1989). A Semiparametric Model for Randomly Truncated Data. JASA, 84, 742-748.
- WOODROOFE, M. (1985), Estimating a distribution function with truncated data. Annals of Statistics, 13, 163-177.
Kesilmiş Veri ile Tehlike Fonksiyonlarında Değişim Noktası Tahmini
Year 2002,
Volume: 1 Issue: 2, 95 - 101, 16.08.2002
Ülkü Gurler
,
Cemal Deniz Yenigün
Abstract
Bu çalışmada rastgele kesilmiş veriler kullanılarak tek bir değişim noktası olan iki parçalı sabit tehlike fonksiyonlarındaki değişimin yerleşimi ve büyüklüğü tahmin edilecektir. Tahminler soldan kesilmiş veriler için yapılan bir simulasyon çalışmasıyla özetlenecektir.
References
- ANTONIADIS, A., GIJBELS, I. and MACGIBBON, B. (1998), Technical Report, University of Quebec at Montreal.
- GRIGELETTO, M. and AKRITAS, M.G. (1999), Analysis of covariance with incomplete data via semiparametric model transformations, Biometrics, 55, 1177-1187.
- KALBFLEISCH, J. D. and LAWLESS, J.F. (1991), Regression Models for right truncated data with applications to AIDS incubation times and reporting lags, Statistics Sinica, 1, 19-32.
- LOADER, C.R. (1991), Inference for hazard rate change-point, Biometrica, 78, 835-843.
- LOADER, C.R. (1996), Change Point Estimation Using Nonparametric Regression, The Annals of Statistics, 24, no:4, 1667-1678.
- MATTHEWS, D.E. And Farewell, V.T. (1982). On testing for a constant hazard against a change-point alternative. Biometrics, 38, 463-468.
- WANDERLAAN, M. J. (1996). Nonparametric estimation of the bivariate survival function with truncated data. Journal of Multivariate Analysis. 58, 107-131.
- WANG, M.C. (1989). A Semiparametric Model for Randomly Truncated Data. JASA, 84, 742-748.
- WOODROOFE, M. (1985), Estimating a distribution function with truncated data. Annals of Statistics, 13, 163-177.