Asymptotic Behavior of the Hazard Rate Kernel Estimator Under Truncated and Censored Data
✍ Scribed by Lemdani, Mohamed; Ould-Saïd, Elias
- Book ID
- 120601700
- Publisher
- Taylor and Francis Group
- Year
- 2007
- Tongue
- English
- Weight
- 169 KB
- Volume
- 36
- Category
- Article
- ISSN
- 0361-0926
No coin nor oath required. For personal study only.
📜 SIMILAR VOLUMES
In some long term studies, a series of dependent and possibly censored failure times may be observed. Suppose that the failure times have a common marginal distribution function having a density, and the nonparametric estimation of density and hazard rate under random censorship is of our interest.
In this paper, we give the exact asymptotic L 1 -error for the kernel estimator of the density function from censored data. We also give asymptotically optimal bandwidths. Strong approximation of the product-limit estimator by a Gaussian process is used to obtain the result.
In this paper, two types of kernel based estimators of hazard rate under left truncation and right censorship are considered. An asymptotic representation of the integrated squared error for both estimators is obtained. Also it is shown that the bandwidth selected by the data-based method of least s