Transformed diffeomorphic kernel estimation of hazard rate function

• Autorzy: Janiszewska B. , Różański R.
• Języki publikacji: EN

Abstrakty

EN

In the article, a transformed diffeomorphic kernel estimator of the hazard rate function in the presence of censoring is constructed. The estimator is defined in the framework of multiplicative intensity point process model. It is shown that the proposed estimator is asymptotically unbiased, consistent and asymptotically normal. Analysis in the reduction of the bias of the diffeomorphic estimator is carried out. Some simulation results comparing the obtained estimator with the Ramlau-Hansen estimator are also presented.

Słowa kluczowe

EN

hazard rate function; censoring; asymptotical normality

• Wydawca: De Gruyter
• Czasopismo: Demonstratio Mathematica
• Rocznik: 2001
• Tom: Vol. 34, nr 2
• Strony: 447--460
• Opis fizyczny: Bibliogr. 13 poz.

Twórcy

autor

Janiszewska B.

• Institute of Mathematics Wrocław University of Technology ul. Wybrzeże Wyspiańskiego 27 50-370 Wrocław, Poland

autor

Różański R.

• Institute of Mathematics Wrocław University of Technology ul. Wybrzeże Wyspiańskiego 27 50-370 Wrocław, Poland

Bibliografia

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