Super-Efficient Prediction Based on High-Quality Marker Information

DOI10.2143/AST.30.2.504636zbMath1035.62028OpenAlexW2147989310MaRDI QIDQ4461291

Jens Perch Nielsen

Publication date: 30 March 2004

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2143/ast.30.2.504636

zbMATH Keywords

predictionkernelasset-liability managementdata miningcounting processhigh frequency datahazardmarker

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric estimation (62G05) Estimation in survival analysis and censored data (62N02)

Cites Work

• Unnamed Item
• On a semiparametric survival model with flexible covariate effect
• Kernel estimation in a nonparametric marker dependent hazard model
• Super-efficient hazard estimation based on high-quality marker information
• Multiplicative Bias Correction in Kernel Hazard Estimation
• A kernel method of estimating structured nonparametric regression based on marginal integration

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