Bandwidth choice for nonparametric hazard rate estimation (Q2365864)
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scientific article; zbMATH DE number 222904
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| English | Bandwidth choice for nonparametric hazard rate estimation |
scientific article; zbMATH DE number 222904 |
Statements
Bandwidth choice for nonparametric hazard rate estimation (English)
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29 June 1993
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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.
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integrated square error
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right censored samples
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least squares cross- validation
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hazard rate estimation
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asymptotic representation
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kernel estimation
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random censoring
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cross-validated bandwidth selector
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0.9044678211212158
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0.881750226020813
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0.8714757561683655
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0.8714757561683655
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0.8710529804229736
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