IDEAS home Printed from https://ideas.repec.org/a/taf/gnstxx/v20y2008i8p721-738.html
   My bibliography  Save this article

Transformations in hazard rate estimation

Author

Listed:
  • Dimitrios Bagkavos

Abstract

A new estimate of the hazard rate function is proposed, based on nonparametric transformations of the data and motivated by the bias expression of conventional kernel hazard estimates. The squared error of this estimate is considered, and it is shown to be considerably smaller than that of ordinary kernel estimates. With the use of a practical bandwidth choice rule, the estimate is illustrated graphically on distributional and real-world data.

Suggested Citation

  • Dimitrios Bagkavos, 2008. "Transformations in hazard rate estimation," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 20(8), pages 721-738.
    • Handle: RePEc:taf:gnstxx:v:20:y:2008:i:8:p:721-738
    DOI: 10.1080/10485250802440184
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1080/10485250802440184
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1080/10485250802440184?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    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. Abramson, Ian S., 1982. "Arbitrariness of the pilot estimator in adaptive kernel methods," Journal of Multivariate Analysis, Elsevier, vol. 12(4), pages 562-567, December.
    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. Tine Buch-Kromann & Jens Nielsen, 2012. "Multivariate density estimation using dimension reducing information and tail flattening transformations for truncated or censored data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(1), pages 167-192, February.

    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. Hu, Shuowen & Poskitt, D.S. & Zhang, Xibin, 2012. "Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions," Computational Statistics & Data Analysis, Elsevier, vol. 56(3), pages 732-740.
    2. Sain, Stephan R., 2002. "Multivariate locally adaptive density estimation," Computational Statistics & Data Analysis, Elsevier, vol. 39(2), pages 165-186, April.
    3. Stefano Magrini, 2007. "Analysing Convergence through the Distribution Dynamics Approach: Why and how?," Working Papers 2007_13, Department of Economics, University of Venice "Ca' Foscari".
    4. Cristóbal, J. A. & Alcalá, J. T., 1998. "Error Process Indexed by Bandwidth Matrices in Multivariate Local Linear Smoothing," Journal of Multivariate Analysis, Elsevier, vol. 66(2), pages 207-236, August.
    5. Ziegler Klaus, 2006. "On local bootstrap bandwidth choice in kernel density estimation," Statistics & Risk Modeling, De Gruyter, vol. 24(2), pages 291-301, December.
    6. Lin, Yan-Hui & Jiao, Xin-Lei, 2021. "Adaptive Kernel Auxiliary Particle Filter Method for Degradation State Estimation," Reliability Engineering and System Safety, Elsevier, vol. 211(C).
    7. Zhenyu Jiang & Nengxiang Ling & Zudi Lu & Dag Tj⊘stheim & Qiang Zhang, 2020. "On bandwidth choice for spatial data density estimation," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 82(3), pages 817-840, July.
    8. Daniel Ting & Guoli Wang & Maxim Shapovalov & Rajib Mitra & Michael I Jordan & Roland L Dunbrack Jr, 2010. "Neighbor-Dependent Ramachandran Probability Distributions of Amino Acids Developed from a Hierarchical Dirichlet Process Model," PLOS Computational Biology, Public Library of Science, vol. 6(4), pages 1-21, April.

    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:taf:gnstxx:v:20:y:2008:i:8:p:721-738. 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: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/GNST20 .

    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.