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October, 1995 Kernel Estimation in a Nonparametric Marker Dependent Hazard Model
Jens P. Nielsen, Oliver B. Linton
Ann. Statist. 23(5): 1735-1748 (October, 1995). DOI: 10.1214/aos/1176324321

Abstract

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.

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Jens P. Nielsen. Oliver B. Linton. "Kernel Estimation in a Nonparametric Marker Dependent Hazard Model." Ann. Statist. 23 (5) 1735 - 1748, October, 1995. https://doi.org/10.1214/aos/1176324321

Information

Published: October, 1995
First available in Project Euclid: 11 April 2007

zbMATH: 0847.62023
MathSciNet: MR1370305
Digital Object Identifier: 10.1214/aos/1176324321

Subjects:
Primary: 62G05
Secondary: 62M09

Rights: Copyright © 1995 Institute of Mathematical Statistics

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Vol.23 • No. 5 • October, 1995
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