In this paper we concentrate on the estimation of loss functions using nonparametric methods. We focus on the parametric transformation approach to kernel smoothing introduced by Wand, Marron and Ruppert (1991) and compare it with the standard kernel estimator and the multiplicative bias...

A class of local linear kernel density estimators based on weighted least squares kernel estimation is considered within the framework of Aalen’s multiplicative intensity model. This model includes the filtered data model that, in turn, allows for truncation and/or censoring in addition to...