Smoothing parameter selection in hazard estimation

DOI10.1016/0167-7152(91)90192-TzbMath0724.62043OpenAlexW2036344884MaRDI QIDQ758043

Philippe Vieu, Pascal Sarda

Publication date: 1991

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(91)90192-t

zbMATH Keywords

cross-validationdensity estimationasymptotically optimalintegrated squared errorData-driven smoothing selectorsnonparametric hazard estimates

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Related Items

A new bandwidth selector in hazard estimation, A statistical method for geometry inspection from point clouds, Smoothing parameter selection for smooth distribution functions, Asymptotically optimal bandwidth selection Of the kernel density estimator under The proportional hazards model, Optimal smooth hazard estimates, Nonparametric estimation of discrete hazard functions, Bandwidth choice for hazard rate estimators from left truncated and right censored data, Smoothed bootstrap bandwidth selection for nonparametric hazard rate estimation, A weighted estimator of conditional hazard rate with left-truncated and dependent data, Hazard function estimation with cause-of-death data missing at random, Survival function estimation when lifetime and censoring time are dependent, Quadratic errors for nonparametric estimates under dependence, Variable Bandwidths for Nonparametric Hazard Rate Estimation, The conditional cumulative distribution function in single functional index model, Nonparametric conditional hazard rate estimation: a local linear approach, Cross-validated estimations in the single-functional index model, Convergence rate for cross-validatory bandwidth in kernel hazard estimation from dependent samples

Cites Work

• Local data-driven bandwidth choice for density estimation
• Data-driven bandwidth choice for density estimation based on dependent data
• Random approximations to some measures of accuracy in nonparametric curve estimation
• A comparison of cross-validation techniques in density estimation
• Estimation of the failure rate-a survey of nonparametric methods Part I: Non-Bayesian Methods
• Kernel Estimators of the Failure-Rate Function and Density Estimation: An Analogy
• Empirical distribution function for mixing random variables. application in nonparametric hazard estimation
• Hazard analysis. I
• Estimation of Jumps, Reliability and Hazard Rate
• Unnamed Item
• Unnamed Item