Kernel Estimation in a Nonparametric Marker Dependent Hazard Model
Open Access
- 1 October 1995
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Statistics
- Vol. 23 (5) , 1735-1748
- https://doi.org/10.1214/aos/1176324321
Abstract
We introduce a new kernel hazard estimator in a nonparametric model where the stochastic hazard depends on the current value of time and on the current value of a time dependent covariate or marker. We establish the pointwise and global convergence of our estimator.Keywords
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