On the Local Polynomial Estimators of the Counting Process Intensity Function and its Derivatives

DOI10.1111/j.1467-9469.2011.00733.xzbMath1246.60074MaRDI QIDQ2911689

K. F. Lam, Paul S. F. Yip, Feng Chen

Publication date: 1 September 2012

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9469.2011.00733.x

zbMATH Keywords

kernel smoothing; survival analysis; derivative estimation; boundary effects; hazard rate; counting process; seismology; multiplicative intensity model; intensity function; change point; equivalent kernel; local polynomial; non-parametric estimation; martingale estimating equation; automatic boundary correction; effective kernel; Sichuan earthquake

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G07: Density estimation

62G20: Asymptotic properties of nonparametric inference

62P25: Applications of statistics to social sciences

62P35: Applications of statistics to physics

62N02: Estimation in survival analysis and censored data

60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)

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