IDEAS home Printed from https://ideas.repec.org/a/eee/csdana/v51y2007i12p5800-5812.html
   My bibliography  Save this article

Plug-in bandwidth selection in kernel hazard estimation from dependent data

Author

Listed:
  • Quintela-del-Rio, Alejandro

Abstract

No abstract is available for this item.

Suggested Citation

  • Quintela-del-Rio, Alejandro, 2007. "Plug-in bandwidth selection in kernel hazard estimation from dependent data," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 5800-5812, August.
  • Handle: RePEc:eee:csdana:v:51:y:2007:i:12:p:5800-5812
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-9473(06)00379-3
    Download Restriction: Full text for ScienceDirect subscribers only.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. É. Youndjé & P. Sarda & P. Vieu, 1996. "Optimal smooth hazard estimates," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 5(2), pages 379-394, December.
    2. Vieu, Philippe, 1991. "Quadratic errors for nonparametric estimates under dependence," Journal of Multivariate Analysis, Elsevier, vol. 39(2), pages 324-347, November.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Ouafae Benrabah & Elias Ould Saïd & Abdelkader Tatachak, 2015. "A kernel mode estimate under random left truncation and time series model: asymptotic normality," Statistical Papers, Springer, vol. 56(3), pages 887-910, August.
    2. Quintela-del-Río, A., 2011. "Comparative seismic hazard analysis of two Spanish regions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(14), pages 2738-2748.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Rachdi, Mustapha & Laksaci, Ali & Demongeot, Jacques & Abdali, Abdel & Madani, Fethi, 2014. "Theoretical and practical aspects of the quadratic error in the local linear estimation of the conditional density for functional data," Computational Statistics & Data Analysis, Elsevier, vol. 73(C), pages 53-68.
    2. Xia, Yingcun & Li, W. K., 2002. "Asymptotic Behavior of Bandwidth Selected by the Cross-Validation Method for Local Polynomial Fitting," Journal of Multivariate Analysis, Elsevier, vol. 83(2), pages 265-287, November.
    3. É. Youndjé & P. Sarda & P. Vieu, 1996. "Optimal smooth hazard estimates," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 5(2), pages 379-394, December.
    4. El Heda, Khadijetou & Louani, Djamal, 2018. "Optimal bandwidth selection in kernel density estimation for continuous time dependent processes," Statistics & Probability Letters, Elsevier, vol. 138(C), pages 9-19.
    5. Estévez-Pérez, Graciela, 2002. "On convergence rates for quadratic errors in kernel hazard estimation," Statistics & Probability Letters, Elsevier, vol. 57(3), pages 231-241, April.
    6. Orbe, Susan & Ferreira, Eva & Rodriguez-Poo, Juan, 2005. "Nonparametric estimation of time varying parameters under shape restrictions," Journal of Econometrics, Elsevier, vol. 126(1), pages 53-77, May.
    7. Liebscher E., 2001. "Estimation Of The Density And The Regression Function Under Mixing Conditions," Statistics & Risk Modeling, De Gruyter, vol. 19(1), pages 9-26, January.
    8. Liebscher, Eckhard, 1996. "Strong convergence of sums of [alpha]-mixing random variables with applications to density estimation," Stochastic Processes and their Applications, Elsevier, vol. 65(1), pages 69-80, December.
    9. Taku Moriyama & Yoshihiko Maesono, 2020. "New kernel estimators of the hazard ratio and their asymptotic properties," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(1), pages 187-211, February.
    10. F. Ferraty & A. Goia & E. Salinelli & P. Vieu, 2013. "Functional projection pursuit regression," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(2), pages 293-320, June.
    11. Rodriguez Poo, Juan M. & Vieu, Philippe, 2000. "Semiparametric estimation of weak and strong separable models," DES - Working Papers. Statistics and Econometrics. WS 10064, Universidad Carlos III de Madrid. Departamento de Estadística.
    12. Bosq, Denis, 1995. "Optimal asymptotic quadratic error of density estimators for strong mixing or chaotic data," Statistics & Probability Letters, Elsevier, vol. 22(4), pages 339-347, March.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:51:y:2007:i:12:p:5800-5812. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.