KERNEL ESTIMATION IN A NONPARAMETRIC MARKER DEPENDENT HAZARD MODEL

Authors
NIELSEN JP LINTON OB
Citation
Jp. Nielsen et Ob. Linton, KERNEL ESTIMATION IN A NONPARAMETRIC MARKER DEPENDENT HAZARD MODEL, Annals of statistics, 23(5), 1995, pp. 1735-1748
Citations number
32
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Annals of statistics → ACNP
ISSN journal
00905364
Volume
23
Issue
5
Year of publication
1995
Pages
1735 - 1748
Database
ISI
SICI code
0090-5364(1995)23:5<1735:KEIANM>2.0.ZU;2-7
Abstract
We introduce a new kernel hazard estimator in a nonparametric model wh ere the stochastic hazard depends on the current value of time and on the current value of a time dependent covariate or marker. We establis h the pointwise and global convergence of our estimator.