A penalty method for nonparametric estimation of the intensity function of a counting process
Annals of the Institute of Statistical Mathematics, 1989, vol. 41, issue 4, pages 781-807
Keywords: Penalized likelihood; counting processes; multiplicative intensity; censored data; martingales; Sobolev spaces; kernel estimation (search for similar items in EconPapers)
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Persistent link: http://EconPapers.repec.org/RePEc:spr:aistmt:v:41:y:1989:i:4:p:781-807
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