Kernel density and hazard function estimation in the presence of censoring
نویسندگان
چکیده
منابع مشابه
Model selection for hazard rate estimation in presence of censoring
Abstract This note presents an estimator of the hazard rate function based on right censored data. A collection of estimators is built from a regression-type contrast, in a general collection of linear models. Then, a penalised model selection procedure provides an estimator which satisfies an oracle inequality. In particular, we can prove that it is adaptive in the minimax sense on Hölder spaces.
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1 Departamento de Matemáticas, Universidade da Coruña, Facultad de Ciencias, 15071 A Coruña (Spain) [email protected] 2 Department of Mathematics and University Center for Statistics, Katholieke Universiteit Leuven, Celestijnenlaan 200B, B-3001 Leuven (Heverlee), Belgium; Box 2400 [email protected] 3 Departamento de Matemáticas, Universidade da Coruña, Facultad de Informática, 15071 A...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 1988
ISSN: 0047-259X
DOI: 10.1016/0047-259x(88)90053-x