Estimating Multiplicative and Additive Hazard Functions by Kernel Methods

We propose new procedures for estimating the univariate quantities of interest in both additive and multiplicative nonparametric marker dependent hazard models. We work with a full counting process framework that allows for left truncation and right censoring. Our procedures are based on kernels and on the idea of marginal integration. We provide a central limit theorem for our estimator.

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Year of publication:	2001-02
Authors:	Linton, Oliver ; Nielsen, Jens Perch ; Geer, Sara van de
Institutions:	Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
Subject:	Additive model \| censoring \| kernel \| proportional hazards \| survival analysis

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Extent:	application/pdf
Series:	STICERD - Econometrics Paper Series.
Type of publication:	Book / Working Paper
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005797514