Estimating Multiplicative and Additive Hazard Functions by Kernel Methods
Oliver Bruce Linton (),
Jens Perch Nielsen () and
Sara Van de Geer ()
Additional contact information 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
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.