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Inference And Estimation In Change Point Models For Censored Data, Kristine Gierz
Inference And Estimation In Change Point Models For Censored Data, Kristine Gierz
Mathematics & Statistics Theses & Dissertations
In general, the change point problem considers inference of a change in distribution for a set of time-ordered observations. This has applications in a large variety of fields and can also apply to survival data. With improvements to medical diagnoses and treatments, incidences and mortality rates have changed. However, the most commonly used analysis methods do not account for such distributional changes. In survival analysis, change point problems can concern a shift in a distribution for a set of time-ordered observations, potentially under censoring or truncation.
In this dissertation, we first propose a sequential testing approach for detecting multiple change …