Date of Award
2014
Document Type
Dissertation
Publication Status
Version of Record
Submission Date
October 2026
Thesis/Dissertation Advisor [Chair]
Qian, Lianfen
Abstract
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.
Extent
81 p.
Recommended Citation
Zhang, Wei, "Detection of multiple change-points in hazard models" (2014). Electronic Theses and Dissertations 2010 - 2019. 971.
https://digitalcommons.fau.edu/etd_general_6/971
Identifier
FA00004173
Comments
Includes bibliography.|Dissertation (Ph.D.)--Florida Atlantic University, 2014.|FAU Electronic Theses and Dissertations Collection|Includes bibliography.