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arXiv 0704.3281math.STstat.TH
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减偏非参数寿命密度和危险估计

Reduced bias nonparametric lifetime density and hazard estimation

Arthur Berg, Dimitris N Politis, Kagba Suaray, Hui Zeng

摘要:

基于核的非参数风险率估计被认为是一类特殊的无限阶核,实现良好的偏差和均方误差属性。针对随机右删失数据,提出了一种全自动和自适应的密度和风险率估计方法。仔细选择的带宽,在建议的估计产生的估计是更有效的整体均方误差性能方面,在某些情况下,实现了近参数收敛速度。此外,快速收敛的带宽估计用于二阶内核,以补充这种基于内核的方法在危险率估计。仿真结果表明,所提出的估计对其他非参数估计的密度和风险函数的精度提高。一个真实的数据应用程序也提出了从13,166乳腺癌患者的生存数据。

英文摘要:

Kernel-based nonparametric hazard rate estimation is considered with a special class of infinite-order kernels that achieves favorable bias and mean square error properties. A fully automatic and adaptive implementation of a density and hazard rate estimator is proposed for randomly right censored data. Careful selection of the bandwidth in the proposed estimators yields estimates that are more efficient in terms of overall mean squared error performance, and in some cases achieves a nearly parametric convergence rate. Additionally, rapidly converging bandwidth estimates are presented for use in second-order kernels to supplement such kernel-based methods in hazard rate estimation. Simulations illustrate the improved accuracy of the proposed estimator against other nonparametric estimators of the density and hazard function. A real data application is also presented on survival data from 13,166 breast carcinoma patients.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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