, Volume 74, Issue 2, pp 286-301
Date: 20 Nov 2012

Histogram for hazard rate estimation

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Abstract

A histogram estimator of hazard rate may not be as appealing as in the case of density estimation, nevertheless it still provides an easy to compute estimator which is simple enough to display and summarize failure time data. Surprisingly there is no investigation into the properties of the simple histogram estimator of hazard rate. In this article we study its mean square error properties and discuss the choice of bin width.