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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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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

MARC

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