Locally adaptive hazard smoothing

DOI10.1007/BF01203169zbMath0677.62034MaRDI QIDQ1123507

Jane-Ling Wang, Hans-Georg Müller

Publication date: 1990

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

kernel smoothingvariance estimatorcensoringdensity estimationrandom censorshipkernel estimateestimation of derivativeslocal variancebias estimatorNelson estimatorGaussian limit processasymptotic i.i.d. representationasymptotically efficient bandwidth estimatorsdata-based local bandwidth choicedirect pilot estimatorsestimation of hazard functionslocal bandwidth processlocal biaslocal mean squared error

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Nonparametric inference (62G99)

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