A new bandwidth selector in hazard estimation

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).