Local linear hazard rate estimation and bandwidth selection

DOI10.1007/S10463-010-0277-6MaRDI QIDQ645537zbMATH OpenOpenAlexFDO

Authors Dimitrios Bagkavos

Publication date 8 November 2011

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10463-010-0277-6

zbMATH Keywords

asymptotic normalitycensored datakernel

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Censored data models (62N01) Estimation in survival analysis and censored data (62N02) Monte Carlo methods (65C05)

Recommendations

• Local linear variable bandwidth hazard rate estimation
• Hazard Rate Estimation under Random Censoring with Varying Kernels and Bandwidths
• Lower bounds on bandwidth selection in hazard estimation
• A new bandwidth selector in hazard estimation
• Bandwidth choice for hazard rate estimators from left truncated and right censored data

Cites work

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• Asymptotic Normality of Simple Linear Rank Statistics Under Alternatives
• Boundary and Bias Correction in Kernel Hazard Estimation
• Empirical-Bias Bandwidths for Local Polynomial Nonparametric Regression and Density Estimation
• Estimation of integrated squared density derivatives
• HOW TO OBTAIN BATHTUB-SHAPED FAILURE RATE MODELS FROM NORMAL MIXTURES
• Kernel estimation in a nonparametric marker dependent hazard model
• Local linear density estimation for filtered survival data, with bias correction
• Marker dependent kernel hazard estimation from local linear estimation
• Multiplicative Bias Correction in Kernel Hazard Estimation
• Regression and time series model selection in small samples
• Smoothing Parameter Selection in Nonparametric Regression Using an Improved Akaike Information Criterion
• The estimation of the hazard function from randomly censored data by the kernel method
• Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives
• Variable bandwidth kernel hazard estimators

Cited in

(14)

• Transformations in hazard rate estimation
• Local linear variable bandwidth hazard rate estimation
• A new bandwidth selector in hazard estimation
• Bandwidth selection in marker dependent kernel hazard estimation
• Smoothing survival densities in practice
• Nonparametric conditional hazard rate estimation: a local linear approach
• scientific article; zbMATH DE number 7049737 (Why is no real title available?)
• Lognormal kernel estimator of the hazard rate function
• Double one-sided cross-validation of local linear hazards
• An \(L_1\) analysis of a kernel-based hazard rate estimator
• The hazard level set
• On the choice of smoothing parameters for semirecursive nonparametric hazard estimators
• A weighted estimator of conditional hazard rate with left-truncated and dependent data
• Nonparametric smooth estimation of the expected inactivity time function

Describes a project that uses

Uses Software

• KernSmooth

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