A PROBLEM WITH THE LIKELIHOOD RATIO TEST FOR A CHANGE-POINT HAZARD RATE MODEL

被引：1

作者：

HENDERSON, R

机构：

[1] Department of Mathematics and Statistics, University of Newcastle-upon-Tyne

来源：

BIOMETRIKA | 1990年 / 77卷 / 04期

关键词：

Change-point; Consistent estimator; Hazard rate; Sufficient partition; Weighted likelihood ratio;

D O I：

10.1093/biomet/77.4.835

中图分类号：

Q [生物科学];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

A likelihood ratio test for constant hazard against a step change alternative has received considerable attention in recent years. Additional information in the maximum likelihood estimate of the change-point can seriously affect interpretation of test results. Some simple modifications are considered for which exact percentage points can be derived. Monte Carlo power and mean squared error comparisons are encouraging. © 1990 Biometrika Trust.

引用

页码：835 / 843

页数：9

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