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Nonparametric estimation of hazard rate under the constraint of monotonicity

Hall, Peter; Gijbels, I; Gifford, J; Huang, Li-ling


This article shows how to smoothly "monotonize" standard kernel estimators of hazard rate, using bootstrap weights. Our method takes a variety of forms, depending on choice of kernel estimator and on the distance function used to define a certain constrained optimization problem. We confine attention to a particularly simple kernel approach and explore a range of distance functions. It is straightforward to reduce "quadratic" inequality constraints to "linear" equality constraints, and so our...[Show more]

CollectionsANU Research Publications
Date published: 2001
Type: Journal article
Source: Journal of Computational and Graphical Statistics


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