Skip to main content
Article thumbnail
Location of Repository

Kernel estimation in a nonparametric marker dependent hazard model

By Oliver Linton and J.P. Nielsen


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:
Provided by: LSE Research Online
Download PDF:
Sorry, we are unable to provide the full text but you may find it at the following location(s):
  • (external link)
  • (external link)
  • Suggested articles

    To submit an update or takedown request for this paper, please submit an Update/Correction/Removal Request.