Abstract
We introduce a new kernel hazard estimator in a nonparametric model where the stochastic hazard depends on the current value of time and on the current value of a time dependent covariate or marker. We establish the pointwise and global convergence of our estimator.
Citation
Jens P. Nielsen. Oliver B. Linton. "Kernel Estimation in a Nonparametric Marker Dependent Hazard Model." Ann. Statist. 23 (5) 1735 - 1748, October, 1995. https://doi.org/10.1214/aos/1176324321
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