Nonparametric estimation of the hazard function under dependence conditions
DOI10.1080/03610929008832423zbMATH Open0976.62032OpenAlexW2007711905MaRDI QIDQ4935409FDOQ4935409
Authors: Alejandro Quintela-del-Río, Graciela Estevez-Perez 
Publication date: 8 January 2002
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610929008832423
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asymptotic normalityconsistencytime seriescross-validationsimulationsbandwidth selectionkernel estimatormixing
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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Cited In (16)
- On convergence rates for quadratic errors in kernel hazard estimation
- Hazard function given a functional variable: Non-parametric estimation under strong mixing conditions
- Hazard rate estimation on random fields
- Hazard function and characterizations on distribution tails of nonnegative random variables
- Bayesian Non‐Parametric Estimation of Smooth Hazard Rates for Seismic Hazard Assessment
- Computation of nonparametric convex hazard estimators via profile methods
- Title not available (Why is that?)
- Title not available (Why is that?)
- Nonparametric estimation of the maximum of conditional hazard function under dependence conditions for functional data
- Convergence rate for cross-validatory bandwidth in kernel hazard estimation from dependent samples
- Plug-in bandwidth selection in kernel hazard estimation from dependent data
- Nonparametric estimation of the maximum hazard under dependence conditions
- Minimax theory of nonparametric hazard rate estimation: efficiency and adaptation
- Title not available (Why is that?)
- Non‐monotonic hazard functions and the autoregressive conditional duration model
- Title not available (Why is that?)
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