A new kernel estimator of hazard ratio and its asymptotic mean squared error

arXiv1611.08049MaRDI QIDQ6280103FDOQ6280103

Authors: Taku Moriyama, Yoshihiko Maesono 

Publication date: 23 November 2016

Abstract: The hazard function is a ratio of a density and survival function, and it is a basic tool of the survival analysis. In this paper we propose a kernel estimator of the hazard ratio function, which are based on a modification of '{C}wik and Mielniczuk's method. We study nonparametric estimators of the hazard function and compare those estimators by means of asymptotic mean squared error ($AMSE$). We obtain asymptotic bias and variance of the new estimator, and compare them with a naive estimator. The asymptotic variance of the new estimator is always smaller than the naive estimator's, so we also discuss an improvement of $AMSE$ using Terrell and Scott's bias reduction method. The new modified estimator ensures the non-negativity, and we demonstrate the numerical improvement.

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