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Abstract Details
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Activity Number:
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670
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Type:
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Contributed
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Date/Time:
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Thursday, August 4, 2011 : 10:30 AM to 12:20 PM
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Sponsor:
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IMS
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| Abstract - #301393 |
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Title:
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Likelihood Ratio Tests for Continuous Monotone Hazards with Unknown Change Point
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Author(s):
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Dong-Yun Kim*+
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Companies:
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Virginia Tech
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Address:
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413A Hutcheson Hall, Blacksburg, VA, 24061,
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Keywords:
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change point ;
continuous monotone hazard ;
likelihood ratio test ;
local asymptotic normality ;
Donsker class
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Abstract:
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We consider the likelihood ratio tests (LRT) for two continuous monotone hazards with unknown change point. We establish the convergence in distribution and weak convergence of LRT. Simulation study shows that the proposed tests compare favorably to other existing tests.
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Authors who are presenting talks have a * after their name.
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