Nonparametric estimation of hazard functions and their derivatives under truncation model

Date
1993
Authors
Gürler, Ü.
Wang, J. -L.
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Source Title
Annals of the Institute of Statistical Mathematics
Print ISSN
0020-3157
Electronic ISSN
Publisher
Kluwer Academic Publishers
Volume
45
Issue
2
Pages
249 - 264
Language
English
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Abstract

Nonparametric kernel estimators for hazard functions and their derivatives are considered under the random left truncation model. The estimator is of the form of sum of identically distributed but dependent random variables. Exact and asymptotic expressions for the biases and variances of the estimators are derived. Mean square consistency and local asymptotic normality of the estimators are established. Adaptive local bandwidths are obtained by estimating the optimal bandwidths consistently. © 1993 The Institute of Statistical Mathematics.

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