Nonparametric estimation of hazard rate under the constraint of monotonicity
Hall, Peter; Gijbels, I; Gifford, J; Huang, Li-ling
Description
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]
Collections | ANU Research Publications |
---|---|
Date published: | 2001 |
Type: | Journal article |
URI: | http://hdl.handle.net/1885/93105 |
Source: | Journal of Computational and Graphical Statistics |
Download
File | Description | Size | Format | Image |
---|---|---|---|---|
01_Hall_Nonparametric_estimation_of_2001.pdf | 440.04 kB | Adobe PDF | Request a copy |
Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.
Updated: 17 November 2022/ Responsible Officer: University Librarian/ Page Contact: Library Systems & Web Coordinator