Estimating Multiplicative and Additive Hazard Functions by Kernel Methods

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.Additive model, censoring, kernel, proportional hazards, survival analysis