Nonparametric Estimation of the Intensity Function of a Recurrent Event Process
نویسندگان
چکیده
In this paper, we consider estimating the intensity of a recurrent event process observed under a standard censoring scheme. We first propose a collection of kernel estimators for which we provide MSE and MISE bounds. We then describe and study an adaptive procedure of bandwidth selection, in the spirit of Goldenshluger and Lepski (2011), and prove an oracle type bound for both the MSE and the MISE of the final estimator. The method is illustrated by simulation experiments.
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تاریخ انتشار 2013