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Hazard rate estimation on random fields

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  • Li, Jiexiang
  • Tran, Lanh Tat
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    Abstract

    Consider observations (representing lifelengths) taken on a random field indexed by lattice points. Our purpose is to estimate the hazard rate r(x), which is the rate of failure at time x for the survivors up to time x. We estimate r(x) by the nonparametric estimator constructed in terms of a kernel-type estimator for f(x) and the natural estimator for. Under some general mixing assumptions, the limiting distribution of the estimator at multiple points is shown to be multivariate normal. The result is useful in establishing confidence bands for r(x) with x in an interval.

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    Bibliographic Info

    Article provided by Elsevier in its journal Journal of Multivariate Analysis.

    Volume (Year): 98 (2007)
    Issue (Month): 7 (August)
    Pages: 1337-1355

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    Handle: RePEc:eee:jmvana:v:98:y:2007:i:7:p:1337-1355

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    Related research

    Keywords: Random field Spatial process Hazard rate Kernel density estimator Asymptotic normality;

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