Nonparametric hazard estimation with time-varying discrete covariates

DOI10.1016/0304-4076(90)90002-BzbMath0706.62045OpenAlexW1991189335MaRDI QIDQ918599

Siu Fai Leung, Wing-Hung Wong

Publication date: 1990

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(90)90002-b

zbMATH Keywords

consistencyasymptotic normalitycumulative hazard functionNumerical resultsasymptotic standard errorone-sample nonparametric estimatortime- varying discrete covariates

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Cites Work

• Econometric duration analysis
• Nonparametric inference for a family of counting processes
• A large sample study of the life table and product limit estimates under random censorship
• Nonparametric Estimation from Incomplete Observations
• Some Theorems on Distribution Functions
• Convergence of stochastic processes
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