- Tytuł:
- Estimation of the hazard rate function with a reduction of bias and variance at the boundary
- Autorzy:
-
Janiszewska, Bożena
Różański, Roman - Powiązania:
- https://bibliotekanauki.pl/articles/729696.pdf
- Data publikacji:
- 2005
- Wydawca:
- Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
- Tematy:
-
hazard rate function
multiplicative intensity point process model
Ramlau-Hansen kernel estimator
reduction of the bias
reflection
transformation - Opis:
- In the article, we propose a new estimator of the hazard rate function in the framework of the multiplicative point process intensity model. The technique combines the reflection method and the method of transformation. The new method eliminates the boundary effect for suitably selected transformations reducing the bias at the boundary and keeping the asymptotics of the variance. The transformation depends on a pre-estimate of the logarithmic derivative of the hazard function at the boundary.
- Źródło:
-
Discussiones Mathematicae Probability and Statistics; 2005, 25, 1; 5-37
1509-9423 - Pojawia się w:
- Discussiones Mathematicae Probability and Statistics
- Dostawca treści:
- Biblioteka Nauki
Artykuł