A compact law of the iterated logarithm for online estimator of hazard rate under random censoring

Abdelkader Mokkadem and Mariane Pelletier

Statistics & Probability Letters, 2021, vol. 178, issue C

Abstract: Douma et al. (2018) introduced a recursive kernel estimator of the hazard function in the framework of independent rightly censored data, and studied its weak convergence rate, without giving any result on its strong behavior. The aim of this paper is to establish a compact law of the iterated logarithm for this estimator, which requires an approach in the proof totally different from that used in Douma et al. (2018).

Keywords: Hazard function; Censored data; Recursive estimation; Kernel estimator; Law of the iterated logarithm (search for similar items in EconPapers)
Date: 2021
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DOI: 10.1016/j.spl.2021.109186

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