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Rank estimators for a change-point in Koziol-Green model

Author

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  • Lenka Koblížková

Abstract

This article concerns about estimation of a change-point in the Koziol-Green model of random censorship and it is a continuation of the contribution Koblížková (2002). A class of rank based estimators of the changepoint corresponding to the class of rank statistics developed by Hušková and Neuhaus (2001) is presented and its limit behaviour is investigated. Theoretical results are illustrated by a simulation study.

Suggested Citation

  • Lenka Koblížková, 2003. "Rank estimators for a change-point in Koziol-Green model," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 13(3), pages 19-45.
    • Handle: RePEc:wut:journl:v:3:y:2003:p:2
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