Kernel estimation in a nonparametric marker dependent hazard model

Linton, Oliver; and Nielsen, J.P. (1995) Kernel estimation in a nonparametric marker dependent hazard model. Annals of Statistics, 23 (5). pp. 1735-1748. ISSN 0090-5364

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We introduce a new kernel hazard estimator in a nonparametric model where the stochastic hazard depends on the current value of time and on the current value of a time dependent covariate or marker. We establish the pointwise and global convergence of our estimator.

Item Type	Article
Departments	Economics
Date Deposited	27 Apr 2007
URI	https://researchonline.lse.ac.uk/id/eprint/1210

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Linton, Oliver
Nielsen, J.P.

HB Economic Theory
QA Mathematics

http://www.jstor.org/stable/2242543 (Publisher)

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