Asymptotic Properties of Hazard Rate Estimator in Censored Linear Regression

Fuxia Cheng ()
Additional contact information
Fuxia Cheng: Illinois State University

Sankhya A: The Indian Journal of Statistics, 2017, vol. 79, issue 1, No 1, 12 pages

Abstract: Abstract We consider nonparametric inference for error hazard rates in linear regression with right censored data. The estimator for hazard rate function is defined based on the kernel-smoothed estimator of error density, which makes use of the Kaplan-Meier estimator of the error distribution. We obtain the limit distribution for the maximum deviation of the hazard rate estimator.

Keywords: Censored linear regression; Right censored data; Kaplan-Meier estimator; Kernel estimation; Hazard rate estimator; Primary: 62N01; Secondary: 62N02 (search for similar items in EconPapers)
Date: 2017
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1007/s13171-016-0095-x Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sankha:v:79:y:2017:i:1:d:10.1007_s13171-016-0095-x

Ordering information: This journal article can be ordered from
http://www.springer.com/statistics/journal/13171

DOI: 10.1007/s13171-016-0095-x

Access Statistics for this article

Sankhya A: The Indian Journal of Statistics is currently edited by Dipak Dey

More articles in Sankhya A: The Indian Journal of Statistics from Springer, Indian Statistical Institute
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().