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:	2001-02-21
Authors:	Linton, Oliver B. ; Perch Nielsen, Jens ; Van de Geer, Sara
Institutions:	Ehrvervøkonomisk Institut, Institut for Økonomi
Subject:	Additive Model \| Censoring \| Kernel \| Proportional Hazards \| Survival Analysis

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Extent:	application/pdf
Series:	Finance Working Papers.
Type of publication:	Book / Working Paper
Notes:	The text is part of a series Working Papers Number 01-2 36 pages
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005802136