Optimal rate local smoothing in a multiplicative intensity counting process model

zbMath0927.62039MaRDI QIDQ1368864

Gang Li

Publication date: 20 November 1997

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

martingalekernelcensoringnonparametric regressioncounting processoptimal rate of convergenceintensityAalen modelconditional hazard functionBeran's estimatorconditional survival function

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Inference from stochastic processes (62M99)

Related Items (5)

A strong linear representation for the maximum conditional hazard rate estimator in survival analysis ⋮ Estimation and confidence bands of a conditional survival function with censoring indicators missing at random ⋮ A local linear estimation of conditional hazard function in censored data ⋮ Comparison of parametric and semiparametric survival regression models with kernel estimation ⋮ Nonparametric conditional hazard rate estimation: a local linear approach

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