On the Least Squares Cross-Validation Bandwidth in Hazard Rate Estimation
Patil, P. N.
Ann. Statist., Tome 21 (1993) no. 1, p. 1792-1810 / Harvested from Project Euclid
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It is known that the least squares cross-validation bandwidth is asymptotically optimal in the case of kernel-based density and hazard rate estimation in the settings of both complete and randomly right-censored samples. From a practical point of view, it is important to know at what rate the cross-validation bandwidth converges to the optimal. In this paper we answer this question in a general setup which unifies all four possible cases.
Publié le : 1993-12-14
Classification:  G2G05,  G2P10,  Nonparametric hazard rate estimation,  kernel-based estimator,  censored data,  bandwidth,  cross-validation 
@article{1176349398,
     author = {Patil, P. N.},
     title = {On the Least Squares Cross-Validation Bandwidth in Hazard Rate Estimation},
     journal = {Ann. Statist.},
     volume = {21},
     number = {1},
     year = {1993},
     pages = { 1792-1810},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176349398}
}

Patil, P. N. On the Least Squares Cross-Validation Bandwidth in Hazard Rate Estimation. Ann. Statist., Tome 21 (1993) no. 1, pp.  1792-1810. http://gdmltest.u-ga.fr/item/1176349398/