Covariate maximum likelihood modelling multipath change - point problems
Institute of Mathematics and Informatics Bulgarian Academy of Sciences
Pliska Studia Mathematica Bulgarica, Vol. 17, No 1, (2005), 241p-248p
In the multipath change - point problems, it is often of interest to assess the impact of covariates on the change point itself as well as on the parameter before and after the change point. In this paper, we consider a simple model for the change-point distribution, and then through hazard, we include covariates in the change point distribution. Maximum likelihood estimation is discussed.