A new bandwidth selector in hazard estimation

Jean David Fermanian

doi:10.1080/10485259908832758

A new bandwidth selector in hazard estimation

Jean David Fermanian

Batiment MK2 Bureau 2020

Research output: Contribution to journal › Article › peer-review

Abstract

This paper presents a new bandwidth selector (closely related to that proposed by Jones, Marron and Park, 1991, for density estimation) in the context of multivariate hazard rate estimation with right-censored data. We prove that the relative rate of convergence of this new selector to the theoretical bandwidth that minimizes the MISE in square root n. Some simulations are performed to compare the method with the cross-validation and the smoothed bootstrap selectors (in the one-dimensional case).

Original language	English
Pages (from-to)	137-182
Number of pages	46
Journal	Journal of Nonparametric Statistics
Volume	10
Issue number	2
DOIs	https://doi.org/10.1080/10485259908832758
Publication status	Published - 1 Jan 1999
Externally published	Yes

Keywords

Bandwidth selection
Hazard functions
Multidimensional lifetimes
Right- Censoring
Simulations

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10.1080/10485259908832758

Cite this

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AB - This paper presents a new bandwidth selector (closely related to that proposed by Jones, Marron and Park, 1991, for density estimation) in the context of multivariate hazard rate estimation with right-censored data. We prove that the relative rate of convergence of this new selector to the theoretical bandwidth that minimizes the MISE in square root n. Some simulations are performed to compare the method with the cross-validation and the smoothed bootstrap selectors (in the one-dimensional case).

KW - Bandwidth selection

KW - Hazard functions

KW - Multidimensional lifetimes

KW - Right- Censoring

KW - Simulations

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A new bandwidth selector in hazard estimation

Abstract

Keywords

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