Abstract
Two new classes of nonparametric hazard estimators for censored data are proposed in this paper. One is based on a formula that expresses the hazard rate of interest as a product of the hazard rate of the observable lifetime and the conditional probability of uncensoring. The second class follows presmoothing ideas already used by Cao et al. (J Nonparametr Stat 17:31–56, 2005) for the cumulative hazard function. Asymptotic representations for some estimators in these classes are obtained and used to prove their limit distributions. Finally, a simulation study illustrates the comparative behavior of the estimators studied along the paper.
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Research partly supported by the MCyT Grant BFM2002-00265 (ERDF support included) and XUGA Grant PGIDIT03PXIC10505PN.
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Cao, R., López-de-Ullibarri, I. Product-type and presmoothed hazard rate estimators with censored data. TEST 16, 355–382 (2007). https://doi.org/10.1007/s11749-006-0014-x
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DOI: https://doi.org/10.1007/s11749-006-0014-x