Asymptotic Behavior of the Hazard Rate Kernel Estimator Under Truncated and Censored Data |
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| Authors: | Mohamed Lemdani Elias Ould-Saïd |
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| Institution: | 1. Lab. de Biomathématiques , Univ. de Lille 2 , Lille, France mlemdani@pharma.univ-lille2.fr;3. L.M.P.A. J. Liouville , Univ. du Littoral C?te d'Opale , Calais, France |
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| Abstract: | In this article, we give the asymptotic mean integrated squared error and the mean squared error for the kernel estimator of the hazard rate from truncated and censored data. Martingale techniques and combinatory calculus are used to obtain these results. A probability bound and the optimal bandwidth choice are also given. |
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| Keywords: | Asymptotic errors Hazard rate Martingales Optimal bandwidth choice Truncated and censored data |
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