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Transformations in hazard rate estimation

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  • Dimitrios Bagkavos

Abstract

A new estimate of the hazard rate function is proposed, based on nonparametric transformations of the data and motivated by the bias expression of conventional kernel hazard estimates. The squared error of this estimate is considered, and it is shown to be considerably smaller than that of ordinary kernel estimates. With the use of a practical bandwidth choice rule, the estimate is illustrated graphically on distributional and real-world data.

Suggested Citation

  • Dimitrios Bagkavos, 2008. "Transformations in hazard rate estimation," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 20(8), pages 721-738.
    • Handle: RePEc:taf:gnstxx:v:20:y:2008:i:8:p:721-738
    DOI: 10.1080/10485250802440184
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    References listed on IDEAS

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    1. Abramson, Ian S., 1982. "Arbitrariness of the pilot estimator in adaptive kernel methods," Journal of Multivariate Analysis, Elsevier, vol. 12(4), pages 562-567, December.
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    Cited by:

    1. Tine Buch-Kromann & Jens Nielsen, 2012. "Multivariate density estimation using dimension reducing information and tail flattening transformations for truncated or censored data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(1), pages 167-192, February.

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