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Bandwidth choice for hazard rate estimators from left truncated and right censored data

✍ Scribed by Liuquan Sun

Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
489 KB
Volume
36
Category
Article
ISSN
0167-7152

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✦ Synopsis

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 squares cross-validation is asymptotically optimal in a compelling sense.

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