Hazard Change Point Estimation
نویسندگان
چکیده
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 the estimation of the times of the changes, as well as their sizes. It is also of interest to study the impact of covariates on the hazard rate function. In this work, we review the basic estimation methods for hazard change point models for complete and censored data. We also discuss extensions that allow for multiple change points and provide a brief exposure to Bayesian approach.
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