Hazard rate estimation on random fields
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.
Volume (Year): 98 (2007)
Issue (Month): 7 (August)
|Contact details of provider:|| Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description|
|Order Information:|| Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional|
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- A. Antoniadis & G. Grégoire & G. Nason, 1999. "Density and hazard rate estimation for right-censored data by using wavelet methods," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 61(1), pages 63-84.
- Tran, Lanh Tat, 1990. "Kernel density estimation on random fields," Journal of Multivariate Analysis, Elsevier, vol. 34(1), pages 37-53, July.
- Marc Hallin & Zudi Lu & Lanh T. Tran, 2004. "Local linear spatial regression," ULB Institutional Repository 2013/2131, ULB -- Universite Libre de Bruxelles.
When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:98:y:2007:i:7:p:1337-1355. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu)
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.