A strong linear representation for the maximum conditional hazard rate estimator in survival analysis

Kossi Essona Gneyou

Journal of Multivariate Analysis, 2014, vol. 128, issue C, 10-18

Abstract: Quintela-del-Río (2006) considered the estimation of the maximum hazard under dependence conditions and established strong convergence with rate and asymptotic normality of the estimate. The aim of this paper is to generalize this work to the case of right censored data with covariate. Via a consistently Nadaraya–Watson weighted type estimator of the conditional hazard function, we get a non-parametric estimator of its maximum value. We establish strong representation and strong uniform consistency results for our estimators.

Keywords: Conditional hazard rate; Maximum conditional hazard rate; Nonparametric estimation; Kernel; Right censoring (search for similar items in EconPapers)
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:128:y:2014:i:c:p:10-18

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DOI: 10.1016/j.jmva.2014.02.013

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