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Activity Number:
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323
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Type:
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Contributed
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Date/Time:
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Tuesday, August 4, 2009 : 10:30 AM to 12:20 PM
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Sponsor:
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Biometrics Section
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| Abstract - #304348 |
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Title:
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Hazard Change-Point Problem with Left-Truncated and Right-Censored Data
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Author(s):
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Deniz C. Yenigun*+ and Ulku Gurler
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Companies:
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Bilkent University and Bilkent University
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Address:
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Faculty of Business Administration, Ankara, International, 06800, Turkey
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Keywords:
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Hazard function ; change-point model ; left truncated and right censored data
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Abstract:
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The hazard function plays an important role in reliability and survival analysis. In some real life applications, abrupt 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 left truncation and right censoring. For a piecewise constant hazard function with a single change-point, we consider two estimation procedures based on the maximum likelihood ideas. The first procedure assumes parametric families of distributions for the censoring and truncation variables, the second method does not assume assume any parametric families. The performance of the proposed estimators are illustrated by simulation studies.
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