Smoothed bootstrap bandwidth selection for nonparametric hazard rate estimation

DOI10.1080/00949655.2018.1532512OpenAlexW2897260692WikidataQ61849217 ScholiaQ61849217MaRDI QIDQ5107306

Ricardo Cao, Inés Barbeito

Publication date: 27 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2018.1532512

zbMATH Keywords

kernel methodmean integrated squared errorhazard ratesmoothing parametersmooth bootstrap

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (2)

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Uses Software

• R
• mvtnorm
• MASS (R)
• Bolstad
• QRM
• kerdiest
• DOvalidation
• bootlib

Cites Work

• Further theoretical and practical insight to the do-validated bandwidth selector
• Smoothing parameter selection in hazard estimation
• The estimation of the hazard function from randomly censored data by the kernel method
• Computation of multivariate normal and \(t\) probabilities
• Density and hazard rate estimation for censored data via strong representation of the Kaplan-Meier estimator
• Exact mean integrated squared error
• Bootstrap methods: another look at the jackknife
• On the least squares cross-validation bandwidth in hazard rate estimation
• Smoothed stationary bootstrap bandwidth selection for density estimation with dependent data
• Bootstrapping the mean integrated squared error
• Bandwidth choice for nonparametric hazard rate estimation
• Statistical Analysis of Financial Data in S-Plus
• Remarks on Some Nonparametric Estimates of a Density Function
• Kernel Estimators of the Failure-Rate Function and Density Estimation: An Analogy
• The bootstrap: To smooth or not to smooth?
• Bootstrap Selection of the Smoothing Parameter in Nonparametric Hazard Rate Estimation
• A Review and Some New Proposals for Bandwidth Selection in Nonparametric Density Estimation for Dependent Data
• Boundary and Bias Correction in Kernel Hazard Estimation
• Hazard analysis. I
• Estimation of Jumps, Reliability and Hazard Rate
• Double One-sided Cross-validation of Local Linear Hazards
• On Estimation of a Probability Density Function and Mode
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