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December, 1993 On the Least Squares Cross-Validation Bandwidth in Hazard Rate Estimation
P. N. Patil
Ann. Statist. 21(4): 1792-1810 (December, 1993). DOI: 10.1214/aos/1176349398

Abstract

It is known that the least squares cross-validation bandwidth is asymptotically optimal in the case of kernel-based density and hazard rate estimation in the settings of both complete and randomly right-censored samples. From a practical point of view, it is important to know at what rate the cross-validation bandwidth converges to the optimal. In this paper we answer this question in a general setup which unifies all four possible cases.

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P. N. Patil. "On the Least Squares Cross-Validation Bandwidth in Hazard Rate Estimation." Ann. Statist. 21 (4) 1792 - 1810, December, 1993. https://doi.org/10.1214/aos/1176349398

Information

Published: December, 1993
First available in Project Euclid: 12 April 2007

zbMATH: 0795.62041
MathSciNet: MR1245769
Digital Object Identifier: 10.1214/aos/1176349398

Rights: Copyright © 1993 Institute of Mathematical Statistics

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Vol.21 • No. 4 • December, 1993
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