对局部线性危险进行验证

ERN: Semiparametric & Nonparametric Methods (Topic) Pub Date : 2014-10-02 DOI:10.2139/ssrn.2504497

M. Gámiz, E. Mammen, M. D. Martínez-Miranda, J. Nielsen

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引用次数: 5

摘要

本文将局部线性核危害估计的理论与实践相结合。对带宽选择进行了全面的分析，并进行了仿真验证，结果表明该算法具有良好的实用和理论性能。对局部线性最小化问题中权函数的选择进行了分析，指出经典的权函数有时缺乏稳定性。介绍了一种对生存数据进行平滑前变换的半参数危险估计方法，并证明了它具有良好的实用性能。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Do-Validating Local Linear Hazards

This paper brings together the theory and practice of local linear kernel hazard estimation. Bandwidth selection is fully analysed, including Do-validation that is shown to have good practical and theoretical properties. Insight is provided into the choice of the weighting function in the local linear minimization and it is pointed out that classical weighting sometimes lacks stability. A new semi-parametric hazard estimator transforming the survival data before smoothing is introduced and shown to have good practical properties.

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ERN: Semiparametric & Nonparametric Methods (Topic)

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