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Double one-sided cross-validation of local linear hazards

The paper brings together the theory and practice of local linear kernel hazard estimation. Bandwidth selection is fully analysed, including double one-sided cross-validation that is shown to have good practical and theoretical properties. Insight is provided into the choice of the weighting functio...

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Bibliographic Details
Main Authors: Gámiz, María Luz (Author) , Mammen, Enno (Author) , Martinez Miranda, Maria Dolores (Author) , Nielsen, Jens Perch (Author)
Format: Article (Journal)
Language:English
Published: 2016
In: Journal of the Royal Statistical Society. Series B, Statistical methodology
Year: 2016, Volume: 78, Issue: 4, Pages: 755-779
ISSN:1467-9868
DOI:10.1111/rssb.12133
Online Access:Verlag, Volltext: http://dx.doi.org/10.1111/rssb.12133
Verlag, Volltext: http://onlinelibrary.wiley.com/doi/10.1111/rssb.12133/abstract
Verlag, Volltext: http://onlinelibrary.wiley.com/doi/10.1111/rssb.12133/epdf
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Author Notes:María Luz Gámiz, Enno Mammen, María Dolores Martínez Miranda, Jens Perch Nielsen
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Summary:The paper brings together the theory and practice of local linear kernel hazard estimation. Bandwidth selection is fully analysed, including double one-sided cross-validation that is shown to have good practical and theoretical properties. Insight is provided into the choice of the weighting function in the local linear minimization and it is pointed out that classical weighting sometimes lacks stability. A new semiparametric hazard estimator transforming the survival data before smoothing is introduced and shown to have good practical properties.
Item Description:First published: 27 October 2015
Gesehen am 22.01.2018
Physical Description:Online Resource
ISSN:1467-9868
DOI:10.1111/rssb.12133

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