NONPARAMETRIC HAZARD ESTIMATION WITH TIME-VARYING DISCRETE COVARIATES

被引：0
|
作者：
LEUNG, SF [1 ]
WONG, WH [1 ]
机构：
[1] UNIV CHICAGO, CHICAGO, IL 60637 USA
来源：
JOURNAL OF ECONOMETRICS | 1990年 / 45卷 / 03期
基金：
美国国家科学基金会;
关键词：
D O I：
10.1016/0304-4076(90)90002-B
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
The traditional one-sample nonparametric estimator of the cumulative hazard function is extended to allow for time-varying discrete covariates. A proof for the consistency and asymptotic normality of the estimator, as well as a derivation of the asymptotic standard error, is provided. Numerical results show that the estimator performs reasonably well. © 1990.
引用
收藏
页码：309 / 330
页数：22
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