SMOOTHING PARAMETER SELECTION IN HAZARD ESTIMATION

被引：23

作者：

SARDA, P

VIEU, P

机构：

[1] UNIV MONTPELLIER 2,INST MATH,STAT & PROBABILITE LAB,F-34095 MONTPELLIER,FRANCE

[2] UNIV TOULOUSE 3,STAT & PROBABILITIES LAB,F-31062 TOULOUSE,FRANCE

来源：

STATISTICS & PROBABILITY LETTERS | 1991年 / 11卷 / 05期

关键词：

HAZARD FUNCTION; NONPARAMETRIC DENSITY ESTIMATION; CROSS-VALIDATION;

D O I：

10.1016/0167-7152(91)90192-T

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Data-driven smoothing selectors are defined for nonparametric hazard estimates. The selected parameters are shown to be asymptotically optimal with respect to integrated squared error.

引用

页码：429 / 434

页数：6

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