Asymptotic Score-Statistic Processes and Tests for Constant Hazard Against a Change-Point Alternative

M-Statistic for Kernel Change-Point Detection

Detecting the emergence of an abrupt change-point is a classic problem in statistics and machine learning. Kernel-based nonparametric statistics have been proposed for this task which make fewer assumptions on the distributions than traditional parametric approach. However, none of the existing kernel statistics has provided a computationally efficient way to characterize the extremal behavior ...

Hazard Change Point Estimation

In survival analysis or reliability and maintenance studies, hazard-rate function plays an important role, since it describes the instantaneous failure probability given that the individual survived or the item has not failed up to that instance. Sudden changes in the hazard function may occur due to overhauls, treatment effects or maintenance activities. A problem of statistical interest is th...

Constant Dew Point Corrosion Tests for Metals

Asymptotic behaviour of tests for a unit root against an explosive alternative

We compare the asymptotic local power of upper-tail unit root tests against an explosive alternative based on ordinary least squares (OLS) and quasi-di erenced (QD) demeaning/detrending. We nd that under an asymptotically negligible initialization, the QD-based tests are near asymptotically e cient and generally o er superior power to OLS-based approaches; however, the power gains are much more...

Bayesian Analysis of Change - Point Hazard Rate

Change-point hazard rate models arise, for example, in applying \burn-in" techniques to screen defective items and in studying times until undesirable side eeects occur in clinical trials. The classical approach develops estimates of model parameters, with particular interest in the threshold or change-point parameter, but exclusively in terms of asymptotic properties. Such asymptotics can be p...