A penalty method for nonparametric estimation of the intensity function of a counting process
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Publication:914288
DOI10.1007/BF00057741zbMath0701.62050MaRDI QIDQ914288
Publication date: 1989
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Sobolev spacesasymptotic normalitymartingaleskernel estimationcensored datauniform consistencypenalized maximum likelihood methodAalen multiplicative intensity modellogarithm of the intensity functionsurvival theoryunivariate counting processes
Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09)
Related Items
Estimating a density, a hazard rate, and a transition intensity via the \(\rho\)-estimation method, Estimating the intensity of a random measure by histogram type estimators, Penalized projection estimators of the Aalen multiplicative intensity, Nonparametric estimation in change point hazard rate models for censored data: A counting process approach
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