A penalty method for nonparametric estimation of the intensity function of a counting process

Anestis Antoniadis

Annals of the Institute of Statistical Mathematics, 1989, vol. 41, issue 4, 807 pages

Keywords: Penalized likelihood; counting processes; multiplicative intensity; censored data; martingales; Sobolev spaces; kernel estimation (search for similar items in EconPapers)
Date: 1989
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DOI: 10.1007/BF00057741

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