Estimating Multiplicative and Additive Hazard Functions by Kernel Methods

Oliver Bruce Linton (), Jens Perch Nielsen and Sara van de Geer

STICERD - Econometrics Paper Series from Suntory and Toyota International Centres for Economics and Related Disciplines, LSE

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 (search for similar items in EconPapers)
Date: 2001-02
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Related works:
Working Paper: Estimating Multiplicative and Additive Hazard Functions by Kernel Methods (2001)
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Persistent link: http://EconPapers.repec.org/RePEc:cep:stiecm:/2001/411

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