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Double one-sided cross-validation of local linear hazards

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  • María Luz Gámiz
  • Enno Mammen
  • María Dolores Martínez Miranda
  • Jens Perch Nielsen

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  • María Luz Gámiz & Enno Mammen & María Dolores Martínez Miranda & Jens Perch Nielsen, 2016. "Double one-sided cross-validation of local linear hazards," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(4), pages 755-779, September.
    • Handle: RePEc:bla:jorssb:v:78:y:2016:i:4:p:755-779
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    File URL: http://hdl.handle.net/10.1111/rssb.12133
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    References listed on IDEAS

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    1. Hart, Jeffrey D. & Lee, Cherng-Luen, 2005. "Robustness of one-sided cross-validation to autocorrelation," Journal of Multivariate Analysis, Elsevier, vol. 92(1), pages 77-96, January.
    2. Mammen, Enno & Martínez Miranda, María Dolores & Nielsen, Jens Perch & Sperlich, Stefan, 2011. "Do-Validation for Kernel Density Estimation," Journal of the American Statistical Association, American Statistical Association, vol. 106(494), pages 651-660.
    3. Savchuk, Olga Y. & Hart, Jeffrey D. & Sheather, Simon J., 2010. "Indirect Cross-Validation for Density Estimation," Journal of the American Statistical Association, American Statistical Association, vol. 105(489), pages 415-423.
    4. Dimitrios Bagkavos, 2011. "Local linear hazard rate estimation and bandwidth selection," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 63(5), pages 1019-1046, October.
    5. Gustafsson, J. & Hagmann, M. & Nielsen, J. P. & Scaillet, O., 2009. "Local Transformation Kernel Density Estimation of Loss Distributions," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(2), pages 161-175.
    6. Bolance, Catalina & Guillen, Montserrat & Nielsen, Jens Perch, 2003. "Kernel density estimation of actuarial loss functions," Insurance: Mathematics and Economics, Elsevier, vol. 32(1), pages 19-36, February.
    7. Buch-Kromann, Tine & Guillén, Montserrat & Linton, Oliver & Nielsen, Jens Perch, 2011. "Multivariate density estimation using dimension reducing information and tail flattening transformations," Insurance: Mathematics and Economics, Elsevier, vol. 48(1), pages 99-110, January.
    8. Jeon, Yongho & Kim, Joseph H.T., 2013. "A gamma kernel density estimation for insurance loss data," Insurance: Mathematics and Economics, Elsevier, vol. 53(3), pages 569-579.
    9. Enno Mammen & Jens Perch Nielsen, 2007. "A General Approach to the Predictability Issue in Survival Analysis with Applications," Biometrika, Biometrika Trust, vol. 94(4), pages 873-892.
    10. Jens Perch Nielsen & Carsten Tanggaard, 2001. "Boundary and Bias Correction in Kernel Hazard Estimation," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 28(4), pages 675-698, December.
    11. Spierdijk, Laura, 2008. "Nonparametric conditional hazard rate estimation: A local linear approach," Computational Statistics & Data Analysis, Elsevier, vol. 52(5), pages 2419-2434, January.
    12. Clements A. & Hurn S. & Lindsay K., 2003. "Mobius-Like Mappings and Their Use in Kernel Density Estimation," Journal of the American Statistical Association, American Statistical Association, vol. 98, pages 993-1000, January.
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    Cited by:

    1. Olga Y. Savchuk, 2020. "One-sided cross-validation for nonsmooth density functions," Computational Statistics, Springer, vol. 35(3), pages 1253-1272, September.
    2. Bischofberger, Stephan M. & Hiabu, Munir & Mammen, Enno & Nielsen, Jens Perch, 2019. "A comparison of in-sample forecasting methods," Computational Statistics & Data Analysis, Elsevier, vol. 137(C), pages 133-154.
    3. Gámiz, María Luz & Mammen, Enno & Martínez-Miranda, María Dolores & Nielsen, Jens Perch, 2022. "Missing link survival analysis with applications to available pandemic data," Computational Statistics & Data Analysis, Elsevier, vol. 169(C).

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