Finance Working Papers, Department of Business Studies, Aarhus School of Business, University of Aarhus
Oliver B. Linton
Estimating Multiplicative and Additive Hazard Functions by Kernel Methods.
(), Jens Perch Nielsen
() and Sara Van de Geer
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; (follow links to similar papers)
36 pages, February 21, 2001
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