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Detection of multiple change-points in hazard models
| Title: | Detection of multiple change-points in hazard models. |
 148 views 72 downloads |
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| Name(s): |
Zhang, Wei, author Qian, Lianfen, Thesis advisor Florida Atlantic University, Degree grantor Charles E. Schmidt College of Science Department of Mathematical Sciences |
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| Type of Resource: | text | |
| Genre: | Electronic Thesis Or Dissertation | |
| Date Created: | 2014 | |
| Date Issued: | 2014 | |
| Publisher: | Florida Atlantic University | |
| Place of Publication: | Boca Raton, Fla. | |
| Physical Form: | application/pdf | |
| Extent: | 81 p. | |
| Language(s): | English | |
| Summary: | 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. | |
| Identifier: | FA00004173 (IID) | |
| Degree granted: | Dissertation (Ph.D.)--Florida Atlantic University, 2014. | |
| Collection: | FAU Electronic Theses and Dissertations Collection | |
| Note(s): | Includes bibliography. | |
| Subject(s): |
Problem solving--Data processing. Process control--Statistical methods. Point processes. Mathematical statistics. Failure time data analysis--Data processing. Survival analysis (Biometry)--Data processing. |
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| Held by: | Florida Atlantic University Libraries | |
| Sublocation: | Digital Library | |
| Persistent Link to This Record: | http://purl.flvc.org/fau/fd/FA00004173 | |
| Use and Reproduction: | Copyright © is held by the author, with permission granted to Florida Atlantic University to digitize, archive and distribute this item for non-profit research and educational purposes. Any reuse of this item in excess of fair use or other copyright exemptions requires permission of the copyright holder. | |
| Use and Reproduction: | http://rightsstatements.org/vocab/InC/1.0/ | |
| Host Institution: | FAU | |
| Is Part of Series: | Florida Atlantic University Digital Library Collections. |
