A PROBLEM WITH THE LIKELIHOOD RATIO TEST FOR A CHANGE-POINT HAZARD RATE MODEL

被引：4
|
作者：
HENDERSON, R
机构：
[1] Department of Mathematics and Statistics, University of Newcastle-upon-Tyne
来源：
BIOMETRIKA | 1990年 / 77卷 / 04期
关键词：
Change-point; Consistent estimator; Hazard rate; Sufficient partition; Weighted likelihood ratio;
D O I：
10.1093/biomet/77.4.835
中图分类号：
Q [生物科学];
学科分类号：
07 ; 0710 ; 09 ;
摘要：
A likelihood ratio test for constant hazard against a step change alternative has received considerable attention in recent years. Additional information in the maximum likelihood estimate of the change-point can seriously affect interpretation of test results. Some simple modifications are considered for which exact percentage points can be derived. Monte Carlo power and mean squared error comparisons are encouraging. © 1990 Biometrika Trust.
引用
收藏
页码：835 / 843
页数：9
相关论文
共 50 条
  • [21] Asymptotics of a Bayesian Approach to Estimating Change-Point in a Hazard Rate
    Ghosh, J. K.
    Joshi, S. N.
    Mukhopadhyay, C.
    Communications in Statistics. Part A: Theory and Methods, 25 (12):
  • [22] Asymptotics of a Bayesian approach to estimating change-point in a hazard rate
    Ghosh, JK
    Joshi, SN
    Mukhopadhyay, C
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1996, 25 (12) : 3147 - 3166
  • [23] Software Hazard Rate Modeling with Multiple Change-point Occurrences
    Inoue, Shinji
    Yamada, Shigeru
    2014 IEEE INTERNATIONAL CONFERENCE ON INDUSTRIAL ENGINEERING AND ENGINEERING MANAGEMENT (IEEM), 2014, : 1151 - 1155
  • [24] OPTIMAL SOFTWARE SHIPPING TIME ESTIMATION BASED ON A CHANGE-POINT HAZARD RATE MODEL
    Inoue, Shinji
    Nakagawa, Yuki
    Yamada, Shigeru
    INTERNATIONAL JOURNAL OF RELIABILITY QUALITY & SAFETY ENGINEERING, 2014, 21 (02):
  • [25] Bayesian Online Learning of the Hazard Rate in Change-Point Problems
    Wilson, Robert C.
    Nassar, Matthew R.
    Gold, Joshua I.
    NEURAL COMPUTATION, 2010, 22 (09) : 2452 - 2476
  • [26] USING THE GENERALIZED LIKELIHOOD RATIO STATISTIC FOR SEQUENTIAL DETECTION OF A CHANGE-POINT
    SIEGMUND, D
    VENKATRAMAN, ES
    ANNALS OF STATISTICS, 1995, 23 (01): : 255 - 271
  • [27] On empirical likelihood inference of a change-point
    Shen, Gang
    STATISTICS & PROBABILITY LETTERS, 2013, 83 (07) : 1662 - 1668
  • [28] A survival model with change-point in both hazard and regression parameters
    Dupuy, JF
    Probability, Statistics and Modelling in Public Health, 2006, : 136 - 144
  • [29] On computing estimates of a change-point in the Weibull regression hazard model
    Palmeros, Oscar
    Villasenor, Jose A.
    Gonzalez, Elizabeth
    JOURNAL OF APPLIED STATISTICS, 2018, 45 (04) : 642 - 648
  • [30] HAZARD RATE MODELING WITH EFFECT OF CHANGE-POINT FOR SOFTWARE RELIABILITY ASSESSMENT
    Inoue, Shinji
    Hayashida, Shiho
    Yamada, Shigeru
    PROCEEDINGS 18TH ISSAT INTERNATIONAL CONFERENCE ON RELIABILITY & QUALITY IN DESIGN, 2012, : 288 - +
12345