Exact asymptotic errors of the hazard rate kernel estimator under truncated and censored data

In this Note, we give the exact asymptotic mean integrated squared error and the mean squared error for the kernel estimator of the hazard rate from truncated and censored data. Martingale techniques and combinatory calculus are used to obtain these results. A probability,bound and the optimal bandwidth choice are also given. (C) 2001 Academie des sciences/Editions scientifiques et medicales Elsevier SAS.