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Kernel estimation in a nonparametric marker dependent hazard model

By Oliver Linton and J.P. Nielsen

Abstract

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

Topics: HB Economic Theory, QA Mathematics
Publisher: Institute of Mathematical Statistics
Year: 1995
OAI identifier: oai:eprints.lse.ac.uk:1210
Provided by: LSE Research Online
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