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Abstract Details
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Activity Number:
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343
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Type:
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Contributed
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Date/Time:
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Tuesday, August 2, 2011 : 10:30 AM to 12:20 PM
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Sponsor:
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Biometrics Section
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| Abstract - #302264 |
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Title:
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Likelihood Ratio Tests for a Change Point in Weibull Hazard Models with Covariate Information
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Author(s):
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Matthew Richard Williams*+ and Dong-Yun Kim
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Companies:
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Virginia Tech and Virginia Tech
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Address:
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Department of Statistics, Blacksburg, VA, 24061,
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Keywords:
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change point ;
Donsker class ;
hazard function ;
likelihood ratio test ;
local asymptotic normality ;
Weibull
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Abstract:
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We consider likelihood ratio tests for the presence of an unknown change point in a Weibull Hazard model with known shape parameter. We utilize local asymptotic normality to derive the limiting process for the test. With this new framework, we are able to extend previous results to include covariate information. We demonstrate our method for the case of staggered-entry and type I censoring, and provide simulation results comparing our method to some of the available alternatives.
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Authors who are presenting talks have a * after their name.
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