Transformations in hazard rate estimation

Dimitrios Bagkavos

Journal of Nonparametric Statistics, 2008, vol. 20, issue 8, 721-738

Abstract: A new estimate of the hazard rate function is proposed, based on nonparametric transformations of the data and motivated by the bias expression of conventional kernel hazard estimates. The squared error of this estimate is considered, and it is shown to be considerably smaller than that of ordinary kernel estimates. With the use of a practical bandwidth choice rule, the estimate is illustrated graphically on distributional and real-world data.

Date: 2008
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DOI: 10.1080/10485250802440184

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