Hazard Change Point Estimation

Abstract

In survival and reliability studies, hazard‐rate function plays an important role. Sudden changes in the hazard function may occur due to treatment effects or maintenance activities. A problem of statistical interest is the estimation of the times of the changes, as well as their sizes. In this note, we review the basic estimation methods for hazard change‐point models for complete data. Some related literature is also provided for estimation with incomplete data and hypothesis testing.