CHEN Qingping, DAI Yonglong. Asymptotic Behavior of Several Kernel Estimators of Hazard Rate Function for Censored Dependent Data[J]. Chinese Journal of Applied Probability and Statistics, 2005, 21(1): 31-39.
Citation:
CHEN Qingping, DAI Yonglong. Asymptotic Behavior of Several Kernel Estimators of Hazard Rate Function for Censored Dependent Data[J]. Chinese Journal of Applied Probability and Statistics, 2005, 21(1): 31-39.
CHEN Qingping, DAI Yonglong. Asymptotic Behavior of Several Kernel Estimators of Hazard Rate Function for Censored Dependent Data[J]. Chinese Journal of Applied Probability and Statistics, 2005, 21(1): 31-39.
Citation:
CHEN Qingping, DAI Yonglong. Asymptotic Behavior of Several Kernel Estimators of Hazard Rate Function for Censored Dependent Data[J]. Chinese Journal of Applied Probability and Statistics, 2005, 21(1): 31-39.
Asymptotic Behavior of Several Kernel Estimators of Hazard Rate Function for Censored Dependent Data
Based on censored dependent data, we show that the kernel density and hazard rate estimator have exactly the same asymptotic performance as in the i.i.d. case, and the proper bandwidth for the kernel estimator of hazard rate λ(t) should be of the order O(n-1/5).
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