The choice of a kernel function in the graduation of counting process intensities

DOI10.1080/03461238.1983.10408700MaRDI QIDQ3673865zbMATH OpenOpenAlexFDO

Authors Henrik Ramlau-Hansen

Publication date 1983

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

Full work available at URL https://doi.org/10.1080/03461238.1983.10408700

zbMATH Keywords

counting processkernel estimateschoice of kernel functiongraduation by kernel functionsgraduation by moving averagesmultiplicative intensity model of Aalenoptimal kernel functions

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Inference from stochastic processes (62M99) Reliability and life testing (62N05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Cites work

• scientific article; zbMATH DE number 3703820 (Why is no real title available?)
• Curve Estimates
• Nonparametric inference for a family of counting processes
• On Estimation of a Probability Density Function and Mode
• On the theory of moving average graduation
• Remarks on Some Nonparametric Estimates of a Density Function

Cited in

(12)

• Adaptive estimation of the baseline hazard function in the Cox model by model selection, with high-dimensional covariates
• Methods for the Analysis of CCRC Data
• Estimation of Competing Risks with General Missing Pattern in Failure Types
• Adaptive kernel estimation of the baseline function in the Cox model with high-dimensional covariates
• Age-specific adjustment of graduated mortality
• Evaluation of transplant benefits with the U.S. scientific registry of transplant recipients by semiparametric regression of mean residual life
• Longevity studies based on kernel hazard estimation
• The tails in moving average graduation
• Recursive estimation of intensity function of a Poisson random field
• Premium rates based on genetic studies: How reliable are they?
• Moving weighted average graduation using kernel estimation
• Inference for multi-state models from interval-censored data

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