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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
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)
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Downloads: (external link) http://sticerd.lse.ac.uk/dps/em/em411.pdf (application/pdf)
Related works: Working Paper: Estimating Multiplicative and Additive Hazard Functions by Kernel Methods (2001) This item may be available elsewhere in EconPapers: Search for items with the same title.
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Persistent link: http://EconPapers.repec.org/RePEc:cep:stiecm:/2001/411
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