The choice of a kernel function in the graduation of counting process intensities

DOI10.1080/03461238.1983.10408700zbMath0523.62035OpenAlexW1997092778MaRDI QIDQ3673865

Henrik Ramlau-Hansen

Publication date: 1983

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1983.10408700

zbMATH Keywords

kernel estimatescounting processchoice of kernel functiongraduation by kernel functionsgraduation by moving averagesmultiplicative intensity model of Aalenoptimal kernel functions

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Inference from stochastic processes (62M99) Reliability and life testing (62N05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (11)

Adaptive kernel estimation of the baseline function in the Cox model with high-dimensional covariates ⋮ AGE-SPECIFIC ADJUSTMENT OF GRADUATED MORTALITY ⋮ Premium rates based on genetic studies: How reliable are they? ⋮ The tails in moving average graduation ⋮ Methods for the Analysis of CCRC Data ⋮ Moving weighted average graduation using kernel estimation ⋮ Recursive estimation of intensity function of a Poisson random field ⋮ Inference for multi-state models from interval-censored data ⋮ Longevity studies based on kernel hazard estimation ⋮ Estimation of Competing Risks with General Missing Pattern in Failure Types ⋮ Adaptive estimation of the baseline hazard function in the Cox model by model selection, with high-dimensional covariates

Cites Work

• Unnamed Item
• Nonparametric inference for a family of counting processes
• Remarks on Some Nonparametric Estimates of a Density Function
• On the theory of moving average graduation
• Curve Estimates
• On Estimation of a Probability Density Function and Mode

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