ON THE LEAST-SQUARES CROSS-VALIDATION BANDWIDTH IN HAZARD RATE ESTIMATION

被引：29

作者：

PATIL, PN

机构：

来源：

ANNALS OF STATISTICS | 1993年 / 21卷 / 04期

关键词：

NONPARAMETRIC HAZARD RATE ESTIMATION; KERNEL-BASED ESTIMATOR; CENSORED DATA; BANDWIDTH; CROSS-VALIDATION;

D O I：

10.1214/aos/1176349398

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

It is known that the least squares cross-validation bandwidth is asymptotically optimal in the case of kernel-based density and hazard rate estimation in the settings of both complete and randomly right-censored samples. From a practical point of view, it is important to know at what rate the cross-validation bandwidth converges to the optimal. In this paper we answer this question in a general setup which unifies all four possible cases.

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页码：1792 / 1810

页数：19

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