On the Local Polynomial Estimators of the Counting Process Intensity Function and its Derivatives
Publication:2911689
DOI10.1111/j.1467-9469.2011.00733.xzbMath1246.60074MaRDI QIDQ2911689
K. F. Lam, Paul S. F. Yip, Feng Chen
Publication date: 1 September 2012
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9469.2011.00733.x
kernel smoothing; survival analysis; derivative estimation; boundary effects; hazard rate; counting process; seismology; multiplicative intensity model; intensity function; change point; equivalent kernel; local polynomial; non-parametric estimation; martingale estimating equation; automatic boundary correction; effective kernel; Sichuan earthquake
62G08: Nonparametric regression and quantile regression
62G07: Density estimation
62G20: Asymptotic properties of nonparametric inference
62P25: Applications of statistics to social sciences
62P35: Applications of statistics to physics
62N02: Estimation in survival analysis and censored data
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
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