Estimation in Change-Point Hazard Rate Models
研究了存在变点的风险率模型中的参数估计问题，由于模型不规则，经典极大似然法和矩法失效，通过分析混合密度性质得到变点的一致估计量，并用模拟验证其表现。
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.