Maximum likelihood estimation in hazard rate models with a change-point
- 1 January 1986
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Theory and Methods
- Vol. 15 (8) , 2455-2466
- https://doi.org/10.1080/03610928608829261
Abstract
The problem of estimation of parameters in hazard rate models with a change-point is considered. An interesting feature of this problem is that the likelihood function is unbounded. A maximum likelihood estimator of the change-point subject to a natural constraint is proposed, which is shown to be consistent.The limiting distributions are also derived.Keywords
This publication has 5 references indexed in Scilit:
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