Kernel Estimation in a Nonparametric Marker Dependent Hazard Model
Nielsen, Jens P. ; Linton, Oliver B.
Ann. Statist., Tome 23 (1995) no. 6, p. 1735-1748 / Harvested from Project Euclid
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We introduce a new kernel hazard estimator in a nonparametric model where the stochastic hazard depends on the current value of time and on the current value of a time dependent covariate or marker. We establish the pointwise and global convergence of our estimator.
Publié le : 1995-10-14
Classification:  Counting process,  hazard function,  kernel estimation,  nonparametric estimation,  survival analysis,  62G05,  62M09 
@article{1176324321,
     author = {Nielsen, Jens P. and Linton, Oliver B.},
     title = {Kernel Estimation in a Nonparametric Marker Dependent Hazard Model},
     journal = {Ann. Statist.},
     volume = {23},
     number = {6},
     year = {1995},
     pages = { 1735-1748},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176324321}
}

Nielsen, Jens P.; Linton, Oliver B. Kernel Estimation in a Nonparametric Marker Dependent Hazard Model. Ann. Statist., Tome 23 (1995) no. 6, pp.  1735-1748. http://gdmltest.u-ga.fr/item/1176324321/