Nonparametric estimation of hazard functions by wavelet methods

DOI10.1080/1048525031000089301zbMath1054.62039OpenAlexW2069774094MaRDI QIDQ4470114

Martin T. Wells, Samuel S. Wu

Publication date: 22 June 2004

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

Full work available at URL: https://doi.org/10.1080/1048525031000089301

zbMATH Keywords

MartingalesHazard rate estimationLeft truncated and right censored dataMean integrated squarred errorWavelet based estimator

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Nonparametric estimation (62G05) Numerical methods for wavelets (65T60) Estimation in survival analysis and censored data (62N02)

Related Items (4)

Hazard rate estimation for left truncated and right censored data ⋮ Minimax theory of nonparametric hazard rate estimation: efficiency and adaptation ⋮ Estimating the intensity of a random measure by histogram type estimators ⋮ Adaptive Estimation of Hazard Rate with Censored Data

Cites Work

• Unnamed Item
• Unnamed Item
• The estimation of the hazard function from randomly censored data by the kernel method
• Smoothing counting process intensities by means of kernel functions
• Estimating a distribution function with truncated and censored data
• Density estimation in Besov spaces
• Nonparametric inference for a family of counting processes
• Density estimation by kernel and wavelets methods: optimality of Besov spaces
• On the least squares cross-validation bandwidth in hazard rate estimation
• Minimax risk over \(l_ p\)-balls for \(l_ q\)-error
• Performance of wavelet methods for functions with many discontinuities
• Nonparametric hazard rate estimation by orthogonal wavelet methods
• Minimax estimation via wavelet shrinkage
• Nonlinear solution of linear inverse problems by wavelet-vaguelette decomposition
• Formulae for mean integrated squared error of nonlinear wavelet-based density estimators
• Some heuristics of kernel based estimators of ratio functions
• A comparison of hazard rate estimators for left truncated and right censored data
• Ideal spatial adaptation by wavelet shrinkage
• Wavelet Methods for Curve Estimation
• The Estimation of Probability Densities and Cumulatives by Fourier Series Methods
• On Multivariate Density Estimates Based on Orthogonal Expansions
• Convergence of stochastic processes
• Estimating a distribution function with truncated data

This page was built for publication: Nonparametric estimation of hazard functions by wavelet methods