A penalty method for nonparametric estimation of the intensity function of a counting process

DOI10.1007/BF00057741zbMath0701.62050MaRDI QIDQ914288

Anestis Antoniadis

Publication date: 1989

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

Sobolev spacesasymptotic normalitymartingaleskernel estimationcensored datauniform consistencypenalized maximum likelihood methodAalen multiplicative intensity modellogarithm of the intensity functionsurvival theoryunivariate counting processes

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09)

Related Items

Estimating a density, a hazard rate, and a transition intensity via the \(\rho\)-estimation method, Estimating the intensity of a random measure by histogram type estimators, Penalized projection estimators of the Aalen multiplicative intensity, Nonparametric estimation in change point hazard rate models for censored data: A counting process approach

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