Model selection for hazard rate estimation in 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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ژورنال
عنوان ژورنال: Metrika
سال: 2010
ISSN: 0026-1335,1435-926X
DOI: 10.1007/s00184-010-0305-9