Non-parametric estimation for the location of a change-point in an otherwise smooth hazard function under random censoring

Antoniadis, A;Gijbels, Irène;Macgibbon, B
(2000) Scandinavian Journal of Statistics : theory and applications — Vol. 27, n° 3, p. 501-519 (2000)

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Authors
  • Antoniadis, A
    Author
  • Gijbels, IrèneUCLouvain
    Author
  • Macgibbon, B
    Author
Abstract
A non-parametric wavelet based estimator is proposed for the location of a change-point in an otherwise smooth hazard function under non-informative random right censoring. The proposed estimator is based on wavelet coefficients differences via an appropriate parametrization of the time-frequency plane. The study of the estimator is facilitated by the strong representation theorem for the Kaplan-Meier estimator established by Lo and Singh (1986). The performance of the estimator is checked via simulations and two real examples conclude the paper.
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Antoniadis, A., Gijbels, I., & Macgibbon, B. (2000). Non-parametric estimation for the location of a change-point in an otherwise smooth hazard function under random censoring. Scandinavian Journal of Statistics : theory and applications, 27(3), 501-519. https://doi.org/10.1111/1467-9469.00203 (Original work published 2000)