Issue: 2003/Vol.13/No.3, Pages 19-45
RANK ESTIMATORS FOR A CHANGE-POINT IN KOZIOL-GREEN MODEL
Lenka Koblížková
Cite as: L. Koblížková. Rank estimators for a change-point in Koziol-Green model. Operations Research and Decisions 2003: 13(3), 19-45.
Abstract
This article concerns about estimation of a change-point in the Koziol-Green model of random censorship and it is a continuation of the contribution Koblížková (2002). A class of rank based estimators of the changepoint corresponding to the class of rank statistics developed by Hušková and Neuhaus (2001) is presented and its limit behaviour is investigated. Theoretical results are illustrated by a simulation study.
Keywords: Koziol-Green model, estimator, change-point
Received: Accepted: