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

被引：27
|
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.
引用
收藏
页码：1792 / 1810
页数：19
相关论文
共 50 条
12345