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Nonparametric conditional hazard rate estimation: A local linear approach

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  • Spierdijk, Laura

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  • Spierdijk, Laura, 2008. "Nonparametric conditional hazard rate estimation: A local linear approach," Computational Statistics & Data Analysis, Elsevier, vol. 52(5), pages 2419-2434, January.
    • Handle: RePEc:eee:csdana:v:52:y:2008:i:5:p:2419-2434
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    1. Ingrid Van Keilegom & Noël Veraverbeke, 2001. "Hazard Rate Estimation in Nonparametric Regression with Censored Data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 53(4), pages 730-745, December.
    2. Nielsen, Jens P. & Linton, Oliver & Bickel, Peter J., 1998. "On a semiparametric survival model with flexible covariate effect," LSE Research Online Documents on Economics 301, London School of Economics and Political Science, LSE Library.
    3. Fan, Jianqing & Yao, Qiwei & Tong, Howell, 1996. "Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems," LSE Research Online Documents on Economics 6704, London School of Economics and Political Science, LSE Library.
    4. 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.
    5. Abadir, Karim M. & Lawford, Steve, 2004. "Optimal asymmetric kernels," Economics Letters, Elsevier, vol. 83(1), pages 61-68, April.
    6. Sarda, P. & Vieu, P., 1991. "Smoothing parameter selection in hazard estimation," Statistics & Probability Letters, Elsevier, vol. 11(5), pages 429-434, May.
    7. Wand, M. P. & Devroye, Luc, 1993. "How easy is a given density to estimate?," Computational Statistics & Data Analysis, Elsevier, vol. 16(3), pages 311-323, September.
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    1. Ouafae Benrabah & Feriel Bouhadjera & Elias Ould Saïd, 2022. "Local linear estimation of the regression function for twice censored data," Statistical Papers, Springer, vol. 63(2), pages 489-514, April.
    2. Feriel Bouhadjera & Mohamed Lemdani & Elias Ould Saïd, 2023. "Strong uniform consistency of the local linear relative error regression estimator under left truncation," Statistical Papers, Springer, vol. 64(2), pages 421-447, April.
    3. Changrong Yan & Dixin Zhang, 2013. "Sparse dimension reduction for survival data," Computational Statistics, Springer, vol. 28(4), pages 1835-1852, August.
    4. Steven Abrams & Paul Janssen & Jan Swanepoel & Noël Veraverbeke, 2020. "Nonparametric estimation of the cross ratio function," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(3), pages 771-801, June.
    5. van den Berg, Gerard. J. & Janys, Lena & Mammen, Enno & Nielsen, Jens Perch, 2021. "A general semiparametric approach to inference with marker-dependent hazard rate models," Journal of Econometrics, Elsevier, vol. 221(1), pages 43-67.
    6. Sam Efromovich, 2016. "Minimax theory of nonparametric hazard rate estimation: efficiency and adaptation," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 68(1), pages 25-75, February.
    7. Spierdijk, Laura & van Lomwel, Gijsbert & Peppelman, Wilko, 2009. "The determinants of sick leave durations of Dutch self-employed," Journal of Health Economics, Elsevier, vol. 28(6), pages 1185-1196, December.
    8. 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.
    9. Gámiz Pérez, M. Luz & Martínez Miranda, María Dolores & Nielsen, Jens Perch, 2013. "Smoothing survival densities in practice," Computational Statistics & Data Analysis, Elsevier, vol. 58(C), pages 368-382.
    10. Xiong, Xianzhu & Ou, Meijuan & Chen, Ailian, 2021. "Reweighted Nadaraya–Watson estimation of conditional density function in the right-censored model," Statistics & Probability Letters, Elsevier, vol. 168(C).
    11. Möst Lisa & Hothorn Torsten, 2015. "Conditional Transformation Models for Survivor Function Estimation," The International Journal of Biostatistics, De Gruyter, vol. 11(1), pages 23-50, May.
    12. Gneyou, Kossi Essona, 2014. "A strong linear representation for the maximum conditional hazard rate estimator in survival analysis," Journal of Multivariate Analysis, Elsevier, vol. 128(C), pages 10-18.
    13. Rajesh, G. & Abdul-Sathar, E.I. & Maya, R., 2015. "Local linear estimation of residual entropy function of conditional distributions," Computational Statistics & Data Analysis, Elsevier, vol. 88(C), pages 1-14.
    14. 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.
    15. Janys, Lena, 2017. "A General Semiparametric Approach to Inference with Marker-Dependent Hazard Rate Models," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168077, Verein für Socialpolitik / German Economic Association.
    16. van den Berg, Gerard J. & Janys, Lena & Mammen, Enno & Nielsen, Jens P., 2014. "A General Semiparametric Approach to Inference with Marker-Dependent Hazard Rate Models," IZA Discussion Papers 8339, Institute of Labor Economics (IZA).
    17. Kong, Efang & Linton, Oliver & Xia, Yingcun, 2013. "Global Bahadur Representation For Nonparametric Censored Regression Quantiles And Its Applications," Econometric Theory, Cambridge University Press, vol. 29(5), pages 941-968, October.
    18. Osman, Muhtarjan & Ghosh, Sujit K., 2012. "Nonparametric regression models for right-censored data using Bernstein polynomials," Computational Statistics & Data Analysis, Elsevier, vol. 56(3), pages 559-573.

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