Some bounds for the error of an estimator of the hazard function with censored data

Qi-Hua Wang

Statistics & Probability Letters, 1999, vol. 44, issue 4, 319-326

Abstract: This paper considers the estimator of the hazard function with censored data due to Diehl and Stute [1988, Kernel density and hazard function estimation in the presence of censoring. J. Multivariate Anal. 25, 299-310] Counting process martingal techniques are used to obtain three bounds for the error of the estimator considered, a mean-square bound, a probability bound and an bound of -error.

Keywords: Counting; process; Hazard; function; Random; censorship (search for similar items in EconPapers)
Date: 1999
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Citations: View citations in EconPapers (2)

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