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Kernel estimation in a nonparametric marker dependent Hazard Model

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  • Oliver LINTON

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  • Oliver LINTON, "undated". "Kernel estimation in a nonparametric marker dependent Hazard Model," Statistic und Oekonometrie 9313, Humboldt Universitaet Berlin.
    • Handle: RePEc:wop:humbse:9313
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    File URL: ftp://amadeus.wiwi.hu-berlin.de/pub/papers/ise/dp9313.ps.Z
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    Cited by:

    1. Ingrid Van Keilegom & Noël Veraverbeke, 2001. "Hazard Rate Estimation in Nonparametric Regression with Censored Data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 53(4), pages 730-745, December.
    2. 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.
    3. Tue Gørgens, 1999. "Semiparametric Estimation of Single-Index Transition Intensities," Discussion Papers 99-25, University of Copenhagen. Department of Economics.
    4. Perch Nielsen, Jens, 2000. "Super-Efficient Prediction Based on High-Quality Marker Information," Finance Working Papers 00-5, University of Aarhus, Aarhus School of Business, Department of Business Studies.

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