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A penalty method for nonparametric estimation of the intensity function of a counting process - MaRDI portal

A penalty method for nonparametric estimation of the intensity function of a counting process (Q914288)

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scientific article; zbMATH DE number 4149375
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A penalty method for nonparametric estimation of the intensity function of a counting process
scientific article; zbMATH DE number 4149375

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    A penalty method for nonparametric estimation of the intensity function of a counting process (English)
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    1989
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    asymptotic normality
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    censored data
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    martingales
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    Sobolev spaces
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    kernel estimation
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    logarithm of the intensity function
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    univariate counting processes
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    Aalen multiplicative intensity model
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    penalized maximum likelihood method
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    uniform consistency
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    survival theory
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