On the least squares cross-validation bandwidth in hazard rate estimation (Q1317251)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the least squares cross-validation bandwidth in hazard rate estimation |
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On the least squares cross-validation bandwidth in hazard rate estimation (English)
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24 March 1994
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The paper considers nonparametric kernel based hazard function and density estimation when the data of interest are at risk of being censored from the right. It is shown that cross-validation leads to an asymptotic optimal bandwidth selector. The method of proof as well as the type of results parallel those in the complete data case.
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hazard rate estimation
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kernel estimators
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right censoring
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density estimation
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cross-validation
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asymptotic optimal bandwidth selector
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