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Detection of multiple change-points in hazard models

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. / Includes bibliography. / Dissertation (Ph.D.)--Florida Atlantic University, 2014. / FAU Electronic Theses and Dissertations Collection

Identiferoai:union.ndltd.org:fau.edu/oai:fau.digital.flvc.org:fau_13406
ContributorsZhang, Wei (author), Qian, Lianfen (Thesis advisor), Florida Atlantic University (Degree grantor), Charles E. Schmidt College of Science, Department of Mathematical Sciences
PublisherFlorida Atlantic University
Source SetsFlorida Atlantic University
LanguageEnglish
Detected LanguageEnglish
TypeElectronic Thesis or Dissertation, Text
Format81 p., application/pdf
RightsCopyright © 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., http://rightsstatements.org/vocab/InC/1.0/

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