Nonparametric Estimation of Hazard Rate under the Constraint of Monotonicity.

We show how to smoothly 'monotonise" standard kernel estimators of hazard rate using bootstrap weights. Our method takes a variety of forms, depending on the choice of kernel estimator and on the distance function used to defie a certain constrained optimisation problem.

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Year of publication:	1999
Authors:	Gifford, J.A. ; Gijbels, I. ; Hall, P. ; Huang, L.-S.
Institutions:	Catholique de Louvain - Institut de statistique
Subject:	ESTIMATOR \| ECONOMETRICS

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Series:	Catholique de Louvain - Institut de statistique.
Type of publication:	Book / Working Paper
Notes:	15 pages
Classification:	C13 - Estimation ; C00 - Mathematical and Quantitative Methods. General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005625670