Marker dependent kernel hazard estimation from local linear estimation

DOI10.1080/03461238.1998.10413997zbMath1031.62502OpenAlexW1987255475MaRDI QIDQ4235020

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

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

Related Items

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

Uses Software

• KernSmooth

Cites Work

• Unnamed Item
• Smoothing counting process intensities by means of kernel functions
• An approach to nonparametric regression for life history data using local linear fitting
• Kernel estimation in a nonparametric marker dependent hazard model
• Smooth estimators of distribution and density functions
• Inference for a nonlinear counting process regression model
• Life insurance for insulin-dependent diabetics
• Versions of Kernel-Type Regression Estimators
• A kernel method of estimating structured nonparametric regression based on marginal integration