Perch Nielsen, Jens; Tanggaard, Carsten - Ehrvervøkonomisk Institut, Institut for Økonomi - 2000
A new class of local linear azard estimators based on weig ted least square kernel estimation is considered. The class includes the kernel Hazard estimator of Ramlau-Hansen (1983), which as tHe same boundary correction property as the local linear regression estimator (see Fan and Gijbels,...