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

choice of kernel functioncounting processgraduation by kernel functionsgraduation by moving averageskernel estimatesmultiplicative intensity model of Aalenoptimal kernel functions

Mathematics Subject Classification ID

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

Cites work

• Curve Estimates
• scientific article; zbMATH DE number 3703820 (Why is no real title available?)
• 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)

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

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