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Estimating multiplicative and additive hazard functions by kernel methods

Author

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  • Linton, Oliver
  • Perch Nielsen, Jens
  • van de Geer, Sara

Abstract

We propose new procedures for estimating the univariate quantities of interest in both additive and multiplicative nonparametric marker dependent hazard models. We work with a full counting process framework that allows for left truncation and right censoring. Our procedures are based on kernels and on the idea of marginal integration. We provide a central limit theorem for our estimator.

Suggested Citation

  • Linton, Oliver & Perch Nielsen, Jens & van de Geer, Sara, 2001. "Estimating multiplicative and additive hazard functions by kernel methods," LSE Research Online Documents on Economics 2168, London School of Economics and Political Science, LSE Library.
    • Handle: RePEc:ehl:lserod:2168
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    File URL: http://eprints.lse.ac.uk/2168/
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    Cited by:

    1. Toshio Honda, 2005. "Estimation in additive cox models by marginal integration," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 57(3), pages 403-423, September.

    More about this item

    Keywords

    Additive model; censoring; kernel; proportional hazards; survival analysis;
    All these keywords.

    JEL classification:

    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General

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