Estimation in hazard change-point models with truncated data

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2002

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Yenigün, Cemal Deniz

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The hazard function plays an important role in reliability and survival analysis. In some real life applications, changes in the hazard function may be observed and it is of interest to detect the location and the size of the change. In this study we consider hazard models with a single change-point when the observations are subject to random truncation, where the observation of variable X of interest representing the lifetime can be prevented by another independent random variable Y. For a piecewise constant hazard function with a single change- point, we consider an estimation procedure based on the maximum likelihood ideas. We also consider a generalization of the model mentioned above, the piecewise linear hazard model with a single change-point. We present the results of a simulation study to illustrate the performance of the proposed estimators. An application to a real data set is also considered.

Subject Keywords

Hazard function, Change-point models, Random truncation, Survival analysis

URI

https://hdl.handle.net/11511/12812

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Graduate School of Natural and Applied Sciences, Thesis

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Citation Formats

C. D. Yenigün, “Estimation in hazard change-point models with truncated data,” Middle East Technical University, 2002.