Nonparametric Estimation of Hazard Rate under the Constraint of Monotonicity

J.A. Gifford, I. Gijbels, P. Hall and L.-S. Huang

Working Papers from Catholique de Louvain - Institut de statistique

Abstract: We show how to smoothly 'monotonise" standard kernel estimators of hazard rate using bootstrap weights. Our method takes a variety of forms, depending on the choice of kernel estimator and on the distance function used to defie a certain constrained optimisation problem.

Keywords: ESTIMATOR; ECONOMETRICS (search for similar items in EconPapers)
JEL-codes: C00 C13 (search for similar items in EconPapers)
Pages: 15 pages
Date: 1999
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Persistent link: https://EconPapers.repec.org/RePEc:fth:louvis:9916

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