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Estimating multiplicative and additive hazard functions by kernel methods

By Oliver Linton, Jens Perch Nielsen and Sara van de Geer

Abstract

We propose new procedures for estimating the univariate quantities of interest in both additive and multiplicative nonparametric marker dependent hazard models. We work with a full counting process framework that allows for left truncation and right censoring. Our procedures are based on kernels and on the idea of marginal integration. We provide a central limit theorem for our estimator

Topics: HB Economic Theory
Publisher: Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science,
Year: 2001
OAI identifier: oai:eprints.lse.ac.uk:2168
Provided by: LSE Research Online

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