Nonparametric estimation of the hazard function under dependence conditions

DOI10.1080/03610929008832423zbMath0976.62032OpenAlexW2007711905MaRDI QIDQ4935409

Alejandro Quintela-del-Río, Graciela Estevez-Perez

Publication date: 8 January 2002

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929008832423

zbMATH Keywords

consistencyasymptotic normalitytime seriescross-validationmixingsimulationsbandwidth selectionkernel estimator

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)

Related Items (4)

On convergence rates for quadratic errors in kernel hazard estimation ⋮ Nonparametric estimation of the maximum hazard under dependence conditions ⋮ Plug-in bandwidth selection in kernel hazard estimation from dependent data ⋮ Convergence rate for cross-validatory bandwidth in kernel hazard estimation from dependent samples

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