Likelihood ratio tests for continuous monotone hazards with an unknown change point

被引：4

作者：

Williams, M. R. ^{[1
]}

Kim, D. ^{[1
]}

机构：

[1] Virginia Tech, Dept Stat, Blacksburg, VA 24061 USA

来源：

STATISTICS & PROBABILITY LETTERS | 2011年 / 81卷 / 11期

基金：

美国国家科学基金会;

关键词：

Change point; Continuous monotone hazard; Likelihood ratio test; Local asymptotic normality; Donsker class; FAILURE RATE CHANGES; NUISANCE PARAMETER; CONSTANT HAZARD;

D O I：

10.1016/j.spl.2011.06.013

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We consider the likelihood ratio tests (LRT) for two continuous monotone hazards with an unknown change point. We establish the convergence in distribution and weak convergence of LRT. Simulation studies show that the proposed tests compare favorably to other existing tests. (C) 2011 Elsevier B.V. All rights reserved.

引用

页码：1599 / 1603

页数：5

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