Estimating multiplicative and additive hazard functions by kernel methods

Oliver Linton, Jens Perch Nielsen and Sara van de Geer

LSE Research Online Documents on Economics from London School of Economics and Political Science, LSE Library

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.

Keywords: Additive model; censoring; kernel; proportional hazards; survival analysis (search for similar items in EconPapers)
JEL-codes: C14 (search for similar items in EconPapers)
Pages: 37 pages
Date: 2001-02
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http://eprints.lse.ac.uk/2168/ Open access version. (application/pdf)

Related works:
Working Paper: Estimating Multiplicative and Additive Hazard Functions by Kernel Methods (2001)
Working Paper: Estimating Multiplicative and Additive Hazard Functions by Kernel Methods (2001)
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Persistent link: https://EconPapers.repec.org/RePEc:ehl:lserod:2168

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