Tree-structured extreme value model regression

This paper gives a method for fitting piecewise Weibull regression models to censored survival data. Recursive stratification is performed using statistical tests for variances and residual analysis. The average squared error of the residuals is used as a splitting criterion in cross-validation. The bootstrap resampling is used to keep the probability of a type I error of the method (the error of finding two or more strata when there is one). Real and simulated data are used for illustration.