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Comparison of Change-point Estimators in Hazard Rate Models

  • Kim, Jaehee (Dept. of Statistics, Duksung Women's University)
  • 발행 : 2002.12.01

초록

When there is one change-point in the hazard rate model, a change-point estimator with the partial score process is suggested and compared with the previously developed estimators. The limiting distribution of the partial score process we used is a function of the Brownian bridge. Simulation study gives the comparison of change-point estimators.

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참고문헌

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