Moderate and large deviation principles for the hazard rate function kernel estimator under censoring

Amadou Oury Korbe Diallo and Djamal Louani

Statistics & Probability Letters, 2013, vol. 83, issue 3, 735-743

Abstract: This paper is devoted to pointwise large and moderate deviation principles for the hazard rate function kernel estimator in the right censorship setting. Using the contraction principle and an exponential equivalence, the results are derived as by-products from large and moderate deviation principles stated respectively for processes Zn(x) and Dn(x), defined below.

Keywords: Censored data; Hazard rate function; Large deviation; Moderate deviation (search for similar items in EconPapers)
Date: 2013
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DOI: 10.1016/j.spl.2012.11.010

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