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
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 |
| Library of Congress subject classification: | H Social Sciences > HB Economic Theory Q Science > QA Mathematics |
| Journal of Economic Literature Classification System: | C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods: General > C14 - Semiparametric and Nonparametric Methods |
| Sets: | Departments > Economics Collections > Economists Online |
| Rights: | http://www.lse.ac.uk/library/rights/LSERO.htm |
| URL: | http://eprints.lse.ac.uk/1210/ |
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