A Test for an Abrupt Change in Weibull Hazard Functions with Staggered Entry and Type I Censoring

作者：Williams Matthew R; Kim Dong Yun^*

来源：Communications in Statistics - Theory and Methods, 2013, 42(11): 1922-1933.

DOI：10.1080/03610926.2011.600505

• Change point
• Gaussian processes
• Likelihood ratio test
• Staggered entry
• Weibull hazard function
• Primary 62F03
• 62F05
• Secondary 62N05

We consider a test for an abrupt change in a Weibull hazard function with unknown scale parameter when the data are subject to staggered entry and Type I censoring. We formulate the profile log-likelihood ratio test statistic as a function of the change point and show that it converges weakly to an Ornstein-Uhlenbeck process. We determine critical values from an approximation to the tail probability of the supremum of the process. We study the power of the test through simulation, and demonstrate its applicability using real data from a clinical study for the treatment of chronic granulomatous disease.

• 出版日期2013-6-1
• 单位Virginia Tech; 美国弗吉尼亚理工大学(Virginia Tech)