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Nonparametric hazard rate estimation by orthogonal wavelet methods

✍ Scribed by Prakash Patil

Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
862 KB
Volume
60
Category
Article
ISSN
0378-3758

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✦ Synopsis

We propose linear and nonlinear wavelet-based hazard rate estimators where the linear estimator is equivalent to a generalized kernel estimator. An asymptotic formula for the mean integrated squared error (MISE) of the nonlinear wavelet-based hazard rate estimator is provided. It is shown that the MISE formula for the nonlinear estimator is available for hazard rates which are smooth only in a piecewise sense, a feature not available for the kernel estimators.

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## Abstract An econometric methodology is developed for nonparametric estimation of concave production technologies. The methodology, based on the principle of maximum likelihood, uses entropic distance and convex programming techniques to estimate production functions. Empirical applications are p