Sansürlü ve Budanmış Veriler için Değişim Noktası Problemleri
Year 2013,
Volume: 10 Issue: 1, 85 - 94, 15.07.2013
Ülkü Gurler
,
Cemal Deniz Yenigün
Abstract
Bu makale, Gürler ve Yenigün’ün (2011) merhum Profesör Yalçın TUNCER’in anısına düzenlenmiş olan konferans için hazırlanmış çalışmanın bir özetidir. Gözlemler rastgele sansür ve budanmaya tabi olduğunda tehlike değişim noktasının tahmini dikkate alınmıştır. Tehlike fonksiyonunun tek bir sıçrama yaptığı ve bunun dışında parçalı sabit olduğu varsayılmıştır. Tam ve koşullu olabilirlik yaklaşımları düşünülmüş ve daha iyi performans gösterdikleri koşullar tartışılmıştır.
References
- Dupuy, J. F., 2009. Detecting Change in a Hazard Regression Model with Right-Censoring. Journal of Statistical Planning and Inference 139, 1578 -1586.
- Frobish, D., Ebrahimi, N., 2009. Parametric Estimation of Change-Points for Actual Event Data in Recurrent Events Models. Computational Statistics and Data Analysis 53, 671-682.
- Gürler, Ü., Prewitt, C., 2000. Bivariate Density Estimation with Randomly Truncated Data. Journal of Multivariate Analysis, Vol. 74, 88-115.
- Gürler, Ü., Wang, J. L., 1993. Nonparametric Estimation of Hazard Functions and Their Derivatives Under Truncation Model. The Annals of the Institute of Statistical Mathematics, Vol. 45, 249-264.
- Gürler, Ü., Yenigün, D., 2001. Full and Conditional Likelihood Approaches for Hazard Change-Point Estimation with Truncated and Censored Data. Computational Statistics & Data Analysis, Vol. 55, 2856-2870.
- Kalbfleisch, J. D., Lawless, J. F., 1989. Inference Based on Retrospective Ascertainment: An Analysis of The Data on Transfusion-Related AIDS. Journal of the American Statistical Association 84, 360-372.
- Klein, J. P., Moeschberger, M.L., 2003. Survival Analysis, Second Ed., Springer, New York.
- Lynden-Bell, D., 1971. A Method of Allowing for Known Observational Selection in Small Samples Applied to 3CR Quasars. Monthly Notices of the Royal Astronomical Society, Vol. 155, p. 95.
- Matthews, D. E., Farewell, V. T., 1982. On Testing for a Constant Hazard Against a Change-Point Alternative. Biometrics 38, 463-468.
- Woodroofe, M., 1986. Estimating a Distribution Function with Truncated Data. The Annals of Statistics. Vol. 13, No. 1., 163-177.
Hazard Change Point Problem for Censored and Truncated Data
Year 2013,
Volume: 10 Issue: 1, 85 - 94, 15.07.2013
Ülkü Gurler
,
Cemal Deniz Yenigün
Abstract
This paper is a summary of the work by Gürler and Yenigün (2011) prepared for the conference in memory of the late Professor Yalçın Tuncer. We consider the estimation of the hazard change point when the observations are subject to random censoring and truncation. The hazard function is assumed to have single jump and otherwise piecewise constant. Full and conditional likelihood approaches are considered and the conditions under which they perform better are discussed.
References
- Dupuy, J. F., 2009. Detecting Change in a Hazard Regression Model with Right-Censoring. Journal of Statistical Planning and Inference 139, 1578 -1586.
- Frobish, D., Ebrahimi, N., 2009. Parametric Estimation of Change-Points for Actual Event Data in Recurrent Events Models. Computational Statistics and Data Analysis 53, 671-682.
- Gürler, Ü., Prewitt, C., 2000. Bivariate Density Estimation with Randomly Truncated Data. Journal of Multivariate Analysis, Vol. 74, 88-115.
- Gürler, Ü., Wang, J. L., 1993. Nonparametric Estimation of Hazard Functions and Their Derivatives Under Truncation Model. The Annals of the Institute of Statistical Mathematics, Vol. 45, 249-264.
- Gürler, Ü., Yenigün, D., 2001. Full and Conditional Likelihood Approaches for Hazard Change-Point Estimation with Truncated and Censored Data. Computational Statistics & Data Analysis, Vol. 55, 2856-2870.
- Kalbfleisch, J. D., Lawless, J. F., 1989. Inference Based on Retrospective Ascertainment: An Analysis of The Data on Transfusion-Related AIDS. Journal of the American Statistical Association 84, 360-372.
- Klein, J. P., Moeschberger, M.L., 2003. Survival Analysis, Second Ed., Springer, New York.
- Lynden-Bell, D., 1971. A Method of Allowing for Known Observational Selection in Small Samples Applied to 3CR Quasars. Monthly Notices of the Royal Astronomical Society, Vol. 155, p. 95.
- Matthews, D. E., Farewell, V. T., 1982. On Testing for a Constant Hazard Against a Change-Point Alternative. Biometrics 38, 463-468.
- Woodroofe, M., 1986. Estimating a Distribution Function with Truncated Data. The Annals of Statistics. Vol. 13, No. 1., 163-177.