A weighted estimator of conditional hazard rate with left-truncated and dependent data

Han-Ying Liang () and Elias Ould Saïd ()
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Han-Ying Liang: Tongji University
Elias Ould Saïd: Univ. Littoral Côte d’Opale, LMPA

Annals of the Institute of Statistical Mathematics, 2018, vol. 70, issue 1, No 7, 155-189

Abstract: Abstract Based on empirical likelihood method, we construct new weighted estimators of conditional density and conditional survival functions when the interest random variable is subject to random left-truncation; further, we define a plug-in weighted estimator of the conditional hazard rate. Under strong mixing assumptions, we derive asymptotic normality of the proposed estimators which permit to built a confidence interval for the conditional hazard rate. The finite sample behavior of the estimators is investigated via simulations too.

Keywords: Asymptotic normality; Conditional hazard rate; Strong mixing; Truncated data; Weighted estimator (search for similar items in EconPapers)
Date: 2018
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DOI: 10.1007/s10463-016-0587-4

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