Nonparametric estimation of a convex bathtub-shaped hazard function
نویسندگان
چکیده
منابع مشابه
Nonparametric estimation of a convex bathtub-shaped hazard function.
In this paper, we study the nonparametric maximum likelihood estimator (MLE) of a convex hazard function. We show that the MLE is consistent and converges at a local rate of n(2/5) at points x(0) where the true hazard function is positive and strictly convex. Moreover, we establish the pointwise asymptotic distribution theory of our estimator under these same assumptions. One notable feature of...
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ژورنال
عنوان ژورنال: Bernoulli
سال: 2009
ISSN: 1350-7265
DOI: 10.3150/09-bej202