Moderate and large deviation principles for the hazard rate function kernel estimator under censoring

This paper is devoted to pointwise large and moderate deviation principles for the hazard rate function kernel estimator in the right censorship setting. Using the contraction principle and an exponential equivalence, the results are derived as by-products from large and moderate deviation principles stated respectively for processes Zn(x) and Dn(x), defined below.

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Year of publication:	2013
Authors:	Diallo, Amadou Oury Korbe ; Louani, Djamal
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 3, p. 735-743
Publisher:	Elsevier
Subject:	Censored data \| Hazard rate function \| Large deviation \| Moderate deviation

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010616884