NONPARAMETRIC-ESTIMATION OF HAZARD FUNCTIONS AND THEIR DERIVATIVES UNDER TRUNCATION MODEL

Authors
GURLER U WANG JL
Citation
U. Gurler et Jl. Wang, NONPARAMETRIC-ESTIMATION OF HAZARD FUNCTIONS AND THEIR DERIVATIVES UNDER TRUNCATION MODEL, Annals of the Institute of Statistical Mathematics, 45(2), 1993, pp. 249-264
Citations number
23
Categorie Soggetti
Statistic & Probability",Mathematics,"Statistic & Probability
Journal title
Annals of the Institute of Statistical Mathematics → ACNP
ISSN journal
00203157
Volume
45
Issue
2
Year of publication
1993
Pages
249 - 264
Database
ISI
SICI code
0020-3157(1993)45:2<249:NOHFAT>2.0.ZU;2-M
Abstract
Nonparametric kernel estimators for hazard functions and their derivat ives are considered under the random left truncation model. The estima tor is of the form of sum of identically distributed but dependent ran dom variables. Exact and asymptotic expressions for the biases and var iances of the estimators axe derived. Mean square consistency and loca l asymptotic normality of the estimators are established. Adaptive loc al bandwidths are obtained by estimating the optimal bandwidths consis tently.