Semiparametric Sequential Testing for Multiple Change Points in Piecewise Constant Hazard Functions with Long-Term Survivors

In this article, we consider parameter estimation in the hazard rate with multiple change points in the presence of long-term survivors. We combine two methods: maximum likelihood based and martingale based, to estimate the change points in the hazard rate for right censored survival data that accounts for long-term survivors. A simulation study is carried out to compare the performance of estimators. The method is applied to analyze two real datasets.

[1]  B. Turnbull,et al.  Likelihood ratio tests for a changepoint with survival data , 1997 .

[2]  Robin Henderson,et al.  A problem with the likelihood ratio test for a change-point hazard rate model , 1990 .

[3]  Hung T. Nguyen,et al.  Estimation in change-point hazard rate models , 1984 .

[4]  R. Maller,et al.  Survival Analysis with Long-Term Survivors , 1996 .

[5]  Daeyoung Kim,et al.  Likelihood ratio tests for continuous monotone hazards with an unknown change point , 2011 .

[6]  Chao A. Hsiung,et al.  Estimation in change-point hazard rate models with random censorship , 1994 .

[7]  B. W. Turnbull,et al.  Likelihood Ratio Tests for a Change Point with Survival Data , 1997 .

[8]  Ram C Tiwari,et al.  Detecting multiple change points in piecewise constant hazard functions , 2011, Journal of applied statistics.

[9]  S. Sunoj,et al.  Statistics and Probability Letters , 2012 .

[10]  David E. Matthews,et al.  Asymptotic Score-Statistic Processes and Tests for Constant Hazard Against a Change-Point Alternative , 1985 .

[11]  V. Farewell,et al.  On testing for a constant hazard against a change-point alternative. , 1982, Biometrics.

[12]  C. Loader.  Inference for a hazard rate change point , 1991 .

[13]  Xian Zhou,et al.  A change-point model for survival data with long-term survivors , 2009 .

[14]  Tuain D Pham,et al.  Strong consistency of the maximum likelihood estimators in the change-point hazard bate model , 1990 .

[15]  I. Gijbels,et al.  Estimation of a Change Point in a Hazard Function Based on Censored Data , 2003, Lifetime data analysis.

[16]  Jean-François Dupuy.  Estimation in a change-point hazard regression model , 2006 .

[17]  John A. Nelder,et al.  A Simplex Method for Function Minimization , 1965, Comput. J..