Marker dependent kernel hazard estimation from local linear estimation

DOI10.1080/03461238.1998.10413997MaRDI QIDQ4235020zbMATH OpenOpenAlexFDO

Authors Jens Perch Nielsen

Publication date 25 March 1999

Published in Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03461238.1998.10413997

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Recommendations

• Kernel estimation in a nonparametric marker dependent hazard model
• Boundary and Bias Correction in Kernel Hazard Estimation
• Bandwidth selection in marker dependent kernel hazard estimation

Cites work

• scientific article; zbMATH DE number 847282 (Why is no real title available?)
• A kernel method of estimating structured nonparametric regression based on marginal integration
• An approach to nonparametric regression for life history data using local linear fitting
• Inference for a nonlinear counting process regression model
• Kernel estimation in a nonparametric marker dependent hazard model
• Life insurance for insulin-dependent diabetics
• Smooth estimators of distribution and density functions
• Smoothing counting process intensities by means of kernel functions
• Versions of Kernel-Type Regression Estimators

Cited in

(19)

• Boundary and Bias Correction in Kernel Hazard Estimation
• Multivariate density estimation using dimension reducing information and tail flattening transformations for truncated or censored data
• A general semiparametric approach to inference with marker-dependent hazard rate models
• Kernel estimation of hazard functions when observations have dependent and common covariates
• Bandwidth selection in marker dependent kernel hazard estimation
• Nonparametric regression with filtered data
• AVERAGE DERIVATIVES FOR HAZARD FUNCTIONS
• Smooth Backfitting of Proportional Hazards With Multiplicative Components
• Nonparametric conditional hazard rate estimation: a local linear approach
• On the relationship between classical chain ladder and granular reserving
• Estimating multiplicative and additive hazard functions by kernel methods
• Longevity studies based on kernel hazard estimation
• Local Linear Estimation for Time‐Dependent Coefficients in Cox's Regression Models
• On the nonparametric smooth estimation of the reversed hazard rate function
• Local linear hazard rate estimation and bandwidth selection
• Smooth backfitting for additive hazard rates
• A powerful nonparametric test of the effect of dementia duration on mortality
• Two-dimensional Hazard Estimation for Longevity Analysis
• Estimation under single-index hazards models

Describes a project that uses

Uses Software

• KernSmooth

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