Bandwidth choice for nonparametric hazard rate estimation (Q2365864): Difference between revisions
From MaRDI portal
Latest revision as of 12:03, 17 August 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Bandwidth choice for nonparametric hazard rate estimation |
scientific article |
Statements
Bandwidth choice for nonparametric hazard rate estimation (English)
0 references
29 June 1993
0 references
Nonparametric kernel estimation of a hazard function under random censoring is considered. An expansion of the ISE is derived and a cross- validated bandwidth selector is proposed which turns out to be asymptotically optimal.
0 references
integrated square error
0 references
right censored samples
0 references
least squares cross- validation
0 references
hazard rate estimation
0 references
asymptotic representation
0 references
kernel estimation
0 references
random censoring
0 references
cross-validated bandwidth selector
0 references
0 references
0 references
0 references
0 references