Hazard rate estimation under dependence conditions

DOI10.1016/0378-3758(89)90067-0zbMath0674.62025OpenAlexW2037856063MaRDI QIDQ1121614

George G. Roussas

Publication date: 1989

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(89)90067-0

zbMATH Keywords

mixingsurvival functionhazard ratestrong consistencydependencestrictly stationary processkernel- type estimate

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Nonparametric estimation (62G05) Inference from stochastic processes (62M99) Reliability and life testing (62N05)

Related Items

Kernel-type density and failure rate estimation for associated sequences, Local linear estimate of the point at high risk: Spatial functional data case, On the asymptotic properties of some kernel estimators for continuous-time semi-Markov processes, Some asymptotic properties of an estimate of the survival function under dependence conditions, Unnamed Item, Hazard rate estimation for strong-mixing and censored processes, Estimation and simulation of conditional hazard function in the quasi-associated framework when the observations are linked via a functional single-index structure, Quadratic errors for nonparametric estimates under dependence, Consistency rates and asymptotic normality of the high risk conditional for functional data, Estimation of the survival function for stationary associated processes, Strong consistency of kernel density estimates for Markov chains failure rates, Consistency rates and asymptotic normality of the high risk conditional for functional data, Nonparametric estimation of the hazard function under dependence conditions, Hazard rate estimation on random fields, Kernel estimation of the survival function and hazard rate under weak dependence, Conditional hazard estimate for functional random fields, Joint asymptotic normality of kernel estimates under dependence conditions, with application to hazard rate, Asymptotic normality of the kernel estimate under dependence conditions: Application to hazard rate

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The estimation of the hazard function from randomly censored data by the kernel method
• Some new classes of multivariate survival distribution functions
• Nonparametric inference for rates with censored survival data
• A histogram estimator of the hazard rate with censored data
• Strong consistency and rates for recursive probability density estimators of stationary processes
• Almost sure convergence of recursive density estimators for stationary mixing processes
• Some new approaches to multivariate probability distributions
• Nonparameteric estimation in mixing sequences of random variables
• Strong uniform consistency for nonparametric survival curve estimators from randomly censored data
• Strong consistency properties of nonparametric estimators for randomly censored data. II: Estimation of density and failure rate
• Some comments on the hazard gradient
• On a characterization of the family of distributions with constant multivariate failure rates
• Estimation of the failure rate-a survey of nonparametric methods Part I: Non-Bayesian Methods
• Recursive probability density estimation for weakly dependent stationary processes
• Moment inequalities for mixing sequences of random variables
• Hazard analysis. I
• Asymptotically optimal discriminant functions for pattern classification
• Bivariate Failure Rate
• A Note on Permanents