BOOTSTRAPPING THE CHANGE-POINT OF A HAZARD RATE

被引：8

作者：

PHAM, TD ^{[1
]}

NGUYEN, HT ^{[1
]}

机构：

[1] NEW MEXICO STATE UNIV,DEPT MATH SCI,LAS CRUCES,NM 88003

来源：

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS | 1993年 / 45卷 / 02期

关键词：

CHANGE-POINT; CONSISTENCY OF BOOTSTRAP METHOD; PARAMETRIC BOOTSTRAPPING;

D O I：

10.1007/BF00775818

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This paper concerns the asymptotic validity of the bootstrap method in a non-regular model. Specifically, it is shown that the parametric bootstrap of the change-point parameter in the change-point hazard rate model works.

引用

页码：331 / 340

页数：10

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