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Detection of multiple change-points ...
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Zhang, Wei.
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Detection of multiple change-points in hazard models.
紀錄類型:
書目-電子資源 : Monograph/item
正題名/作者:
Detection of multiple change-points in hazard models./
作者:
Zhang, Wei.
出版者:
Ann Arbor : ProQuest Dissertations & Theses, : 2014,
面頁冊數:
82 p.
附註:
Source: Dissertations Abstracts International, Volume: 76-01, Section: B.
Contained By:
Dissertations Abstracts International76-01B.
標題:
Statistics. -
電子資源:
https://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=3584937
ISBN:
9781303979132
Detection of multiple change-points in hazard models.
Zhang, Wei.
Detection of multiple change-points in hazard models.
- Ann Arbor : ProQuest Dissertations & Theses, 2014 - 82 p.
Source: Dissertations Abstracts International, Volume: 76-01, Section: B.
Thesis (Ph.D.)--Florida Atlantic University, 2014.
.
Change-point detection in hazard rate function is an important research topic in survival analysis. In this dissertation, we firstly review existing methods for single change-point detection in piecewise exponential hazard model. Then we consider the problem of estimating the change point in the presence of right censoring and long-term survivors while using Kaplan-Meier estimator for the susceptible proportion. The maximum likelihood estimators are shown to be consistent. Taking one step further, we propose an counting process based and least squares based change-point detection algorithm. For single change-point case, consistency results are obtained. We then consider the detection of multiple change-points in the presence of long-term survivors via maximum likelihood based and counting process based method. Last but not least, we use a weighted least squares based and counting process based method for detection of multiple change-points with long-term survivors and covariates. For multiple change-points detection, simulation studies show good performances of our estimators under various parameters settings for both methods. All methods are applied to real data analyses.
ISBN: 9781303979132Subjects--Topical Terms:
517247
Statistics.
Subjects--Index Terms:
Change-point detection
Detection of multiple change-points in hazard models.
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