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A local linear estimation of conditional hazard function in censored data
Authors:Choongrak Kim  Minkyung Oh  Seong J. Yang  Hyemi Choi
Affiliation:1. Department of Statistics, Pusan National University, Pusan, 609-735, Republic of Korea;2. Inje University Pusan Paik Hospital, Pusan, 621-749, Republic of Korea;3. Department of Statistics, Seoul National University, Seoul, 151-747, Republic of Korea;4. Department of Statistical Informatics, Chonbuk National University, Jeonbuk, 561-756, Republic of Korea
Abstract:A local linear estimator of the conditional hazard function in censored data is proposed. The estimator suggested in this paper is motivated by the ideas of Fan, Yao, and Tong (1996) and Kim, Bae, Choi, and Park (2005). The asymptotic distribution of the proposed estimator is derived, and some numerical results are also provided.
Keywords:
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