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Original Articles

Maximum likelihood estimation in hazard rate models with a change-point

Pages 2455-2466 | Received 01 Jan 1986, Published online: 27 Jun 2007
 

Abstract

The problem of estimation of parameters in hazard rate models with a change-point is considered. An interesting feature of this problem is that the likelihood function is unbounded. A maximum likelihood estimator of the change-point subject to a natural constraint is proposed, which is shown to be consistent.The limiting distributions are also derived.

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