Summary
From among the numerous choices of nonparametric estimate of failure rate, we restrict consideration to that based on kernel estimates of density and distribution function, which has the major advantage of being continuous. We propose a solution to the bandwidth selection problem for this form of hazard estimate and asymptotic properties of the selected bandwidth are given.
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Youndjé, É., Sarda, P. & Vieu, P. Optimal smooth hazard estimates. Test 5, 379–394 (1996). https://doi.org/10.1007/BF02562624
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DOI: https://doi.org/10.1007/BF02562624