Kernel estimation in a nonparametric marker dependent hazard model
Linton, O. & Nielsen, J.
(1995).
Kernel estimation in a nonparametric marker dependent hazard model.
Annals of Statistics,
23(5), 1735-1748.
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 |
|---|---|
| Copyright holders | © 1995 Institute of Mathematical Statistics |
| Departments | LSE > Academic Departments > Economics |
| Date Deposited | 27 Apr 2007 |
| URI | https://researchonline.lse.ac.uk/id/eprint/1210 |
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