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Bootstrapping the change-point of a hazard rate

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Abstract

This paper concerns the asymptotic validity of the bootstrap method in a non-regular model. Specifically, it is shown that the parametric bootstrap of the change-point parameter in the change-point hazard rate model works.

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Authors and Affiliations

  1. Laboratory of Modelling and Computation, C.N.R.S., University of Grenoble, B.P. 53x, 38041, Grenoble Cedex, France

    Tuan D. Pham

  2. Department of Mathematical Sciences, New Mexico State University, 88003, Las Cruces, NM, USA

    Hung T. Nguyen

Authors
  1. Tuan D. Pham
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  2. Hung T. Nguyen
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Pham, T.D., Nguyen, H.T. Bootstrapping the change-point of a hazard rate. Ann Inst Stat Math 45, 331–340 (1993). https://doi.org/10.1007/BF00775818

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  • DOI: https://doi.org/10.1007/BF00775818

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