Scandinavian Working Papers in Business Administration
Finance Working Papers,
University of Aarhus, Aarhus School of Business, Department of Business Studies
No 01-2: Estimating Multiplicative and Additive Hazard Functions by Kernel Methods.
Oliver B. Linton (), Jens Perch Nielsen () and Sara Van de Geer ()
Additional contact information
Oliver B. Linton: Department of Economics, Postal: London School of Economics, Houghton Street, London WC2A 2AE, United Kingdom
Jens Perch Nielsen: Codan, Postal: Gammel Kongevej 60, 1790 Copenhagen V, Denmark
Sara Van de Geer: Mathematical Institute, Postal: University of Leiden, Niels Bohrweg 1, 2300 RA Leiden, The Netherlands
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
36 pages, February 21, 2001
Full text files
D01_2.pdf
- University of Aarhus, Aarhus School of Business, Department of Business Studies
- Home page for this series
Questions (including download problems) about the papers in this series should be directed to Helle Vinbaek Stenholt ()
Report other problems with accessing this service to Sune Karlsson ().
RePEc:hhb:aarfin:2001_002This page generated on 2024-09-13 22:18:13.