论文检索

含变点的风险率模型中的估计AI 解读

This paper discusses the estimation of parameters in hazard rate models with a change-point. Due to the irregularity of the models, the classical maximum likelihood method and the method of moments cannot be used. A consistent estimator of the change-point is obtained by examining the properties of the density represented as a mixture. The performance of the estimator is checked via simulation.

含变点的风险率模型中的估计AI 解读

This paper discusses the estimation of parameters in hazard rate models with a change-point. Due to the irregularity of the models, the classical maximum likelihood method and the method of moments cannot be used. A consistent estimator of the change-point is obtained by examining the properties of the density represented as a mixture. The performance of the estimator is checked via simulation.