Penalized projection estimators of the Aalen multiplicative intensity

DOI10.3150/BJ/1155735930zbMath1125.62027OpenAlexW1968180036MaRDI QIDQ151324

Patricia Reynaud-Bouret, Patricia Reynaud-Bouret

Publication date: 1 August 2006

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3150/bj/1155735930

zbMATH Keywords

model selectionadaptive estimationcounting processesminimax riskoracle inequalities

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09)

Related Items (16)

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Uses Software

• wavethresh

Cites Work

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• Exponential inequalities for martingales, with application to maximum likelihood estimation for counting processes
• Compensator and exponential inequalities for some suprema of counting processes
• Density and Hazard Rate Estimation for Right-Censored Data by Using Wavelet Methods
• Poisson intensity estimation for tomographic data using a wavelet shrinkage approach
• Some Comments on C P
• Statistical models based on counting processes
• Gaussian model selection

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