Modified estimators for the change point in hazard function

摘要

We propose the consistent estimators for the change point in hazard function by improving the estimators in [A.P. Basu, J.K. Ghosh, S.N. Joshi, On estimating change point in a failure rate, in: S.S. Gupta,J.O. Berger (Eds.), Statistical Decision Theory and Related Topics IV, vol. 2, Springer-Verlag, 1988, pp. 239-252] and [H.T. Nguyen, G.S. Rogers, E.A. Walker, Estimation in change point hazard rate model, Biometrika 71 (1984) 299-304]. By a simulation study, we show that the proposed estimators are more efficient than the original estimators in many cases.