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Smoothing parameter selection in hazard estimation

Author

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  • Sarda, P.
  • Vieu, P.

Abstract

Data-driven smoothing selectors are defined for nonparametric hazard estimates. The selected parameters are shown to be asymptotically optimal with respect to integrated squared error.

Suggested Citation

  • Sarda, P. & Vieu, P., 1991. "Smoothing parameter selection in hazard estimation," Statistics & Probability Letters, Elsevier, vol. 11(5), pages 429-434, May.
    • Handle: RePEc:eee:stapro:v:11:y:1991:i:5:p:429-434
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    Citations

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    Cited by:

    1. Ebrahimi, Nader & Molefe, Daniel, 2003. "Survival function estimation when lifetime and censoring time are dependent," Journal of Multivariate Analysis, Elsevier, vol. 87(1), pages 101-132, October.
    2. Sun, Liuquan, 1997. "Bandwidth choice for hazard rate estimators from left truncated and right censored data," Statistics & Probability Letters, Elsevier, vol. 36(2), pages 101-114, December.
    3. Spierdijk, Laura, 2008. "Nonparametric conditional hazard rate estimation: A local linear approach," Computational Statistics & Data Analysis, Elsevier, vol. 52(5), pages 2419-2434, January.
    4. Han-Ying Liang & Elias Ould Saïd, 2018. "A weighted estimator of conditional hazard rate with left-truncated and dependent data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 70(1), pages 155-189, February.
    5. Qihua Wang & Gregg Dinse & Chunling Liu, 2012. "Hazard function estimation with cause-of-death data missing at random," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(2), pages 415-438, April.

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