On the Local Polynomial Estimators of the Counting Process Intensity Function and its Derivatives

DOI10.1111/J.1467-9469.2011.00733.XzbMath1246.60074OpenAlexW1568263552MaRDI QIDQ2911689

K. F. Lam, Paul S. F. Yip, Feng Chen

Publication date: 1 September 2012

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9469.2011.00733.x

zbMATH Keywords

kernel smoothingsurvival analysisderivative estimationboundary effectshazard ratecounting processseismologymultiplicative intensity modelintensity functionchange pointequivalent kernellocal polynomialnon-parametric estimationmartingale estimating equationautomatic boundary correctioneffective kernelSichuan earthquake

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to social sciences (62P25) Applications of statistics to physics (62P35) Estimation in survival analysis and censored data (62N02) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Longitudinal data analysis using generalized linear models
• Smoothing counting process intensities by means of kernel functions
• Nonparametric inference for a family of counting processes
• Smoothing techniques for curve estimation. Proceedings of a workshop held in Heidelberg, April 2-4, 1979
• Multivariate locally weighted least squares regression
• The statistical analysis of recurrent events.
• ANALYSIS OF VARIATIONS IN AN INFECTION RATE
• Smooth optimum kernel estimators near endpoints
• Local Polynomial Estimation of Poisson Intensities in the Presence of Reporting Delays
• Empirical-Bias Bandwidths for Local Polynomial Nonparametric Regression and Density Estimation
• Boundary and Bias Correction in Kernel Hazard Estimation
• Hazard Rate Estimation under Random Censoring with Varying Kernels and Bandwidths
• Nonparametric Estimation of Multiplicative Counting Process Intensity Functions with an Application to the Beijing SARS Epidemic
• Statistical models based on counting processes

This page was built for publication: On the Local Polynomial Estimators of the Counting Process Intensity Function and its Derivatives