UNIVERSITÄTSBIBLIOTHEK
  • Treffer 1 von 1
Zurück zur Trefferliste

Nonparametric Tests for Change Points in Hazard Functions under Random Censorship in Survival Analysis

  • The thesis studies change points in absolute time for censored survival data with some contributions to the more common analysis of change points with respect to survival time. We first introduce the notions and estimates of survival analysis, in particular the hazard function and censoring mechanisms. Then, we discuss change point models for survival data. In the literature, usually change points with respect to survival time are studied. Typical examples are piecewise constant and piecewise linear hazard functions. For that kind of models, we propose a new algorithm for numerical calculation of maximum likelihood estimates based on a cross entropy approach which in our simulations outperforms the common Nelder-Mead algorithm. Our original motivation was the study of censored survival data (e.g., after diagnosis of breast cancer) over several decades. We wanted to investigate if the hazard functions differ between various time periods due, e.g., to progress in cancer treatment. This is a change point problem in the spirit of classical change point analysis. Horváth (1998) proposed a suitable change point test based on estimates of the cumulative hazard function. As an alternative, we propose similar tests based on nonparametric estimates of the hazard function. For one class of tests related to kernel probability density estimates, we develop fully the asymptotic theory for the change point tests. For the other class of estimates, which are versions of the Watson-Leadbetter estimate with censoring taken into account and which are related to the Nelson-Aalen estimate, we discuss some steps towards developing the full asymptotic theory. We close by applying the change point tests to simulated and real data, in particular to the breast cancer survival data from the SEER study.

Volltext Dateien herunterladen

Metadaten exportieren

Metadaten
Verfasserangaben:Rumana Rois
URN (Permalink):urn:nbn:de:hbz:386-kluedo-48121
Betreuer:Jürgen Franke
Dokumentart:Dissertation
Sprache der Veröffentlichung:Englisch
Veröffentlichungsdatum (online):27.09.2017
Jahr der Veröffentlichung:2017
Veröffentlichende Institution:Technische Universität Kaiserslautern
Titel verleihende Institution:Technische Universität Kaiserslautern
Datum der Annahme der Abschlussarbeit:18.09.2017
Datum der Publikation (Server):28.09.2017
Freies Schlagwort / Tag:Censoring; Change Point Analysis; Change Point Test; Hazard Functions; Survival Analysis
Seitenzahl:XIII, 193
Fachbereiche / Organisatorische Einheiten:Fachbereich Mathematik
DDC-Sachgruppen:5 Naturwissenschaften und Mathematik / 510 Mathematik
MSC-Klassifikation (Mathematik):62-XX STATISTICS
Lizenz (Deutsch):Creative Commons 4.0 - Namensnennung, nicht kommerziell, keine Bearbeitung (CC BY-NC-ND 4.0)