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
Full text not available from this repository.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.
| Item Type: | Article |
|---|---|
| Official URL: | http://imstat.org/aos/ |
| Additional Information: | © 1995 Institute of Mathematical Statistics |
| Divisions: | Economics |
| Subjects: | H Social Sciences > HB Economic Theory Q Science > QA Mathematics |
| JEL classification: | C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods: General > C14 - Semiparametric and Nonparametric Methods |
| Date Deposited: | 27 Apr 2007 |
| Last Modified: | 11 Dec 2024 22:01 |
| URI: | http://eprints.lse.ac.uk/id/eprint/1210 |
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