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Detecting trend change in hazard functions—an L-statistic approach

Author

Listed:
  • Priyanka Majumder

    (Indian Institute of Engineering Science and Technology)

  • Murari Mitra

    (Indian Institute of Engineering Science and Technology)

Abstract

A unified test is proposed to detect trend change in hazard functions. Test statistics based on a weighted integral approach are constructed utilizing a measure of deviation from exponentiality. We exploit L-statistic theory to obtain the exact and asymptotic distributions of our statistics and establish the consistency of the test. Theoretical results of previous works are obtained as special cases. A simulation study shows significant improvement in power depending on appropriate choice of parameters j and k introduced in our work. Finally, applications to real life data sets are presented to illustrate our results.

Suggested Citation

  • Priyanka Majumder & Murari Mitra, 2021. "Detecting trend change in hazard functions—an L-statistic approach," Statistical Papers, Springer, vol. 62(1), pages 31-52, February.
    • Handle: RePEc:spr:stpapr:v:62:y:2021:i:1:d:10.1007_s00362-018-01074-8
    DOI: 10.1007/s00362-018-01074-8
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    References listed on IDEAS

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