期刊名称:Sankhya. Series A, mathematical statistics and probability
印刷版ISSN:0976-836X
电子版ISSN:0976-8378
出版年度:2017
卷号:79
期号:1
页码:1-12
DOI:10.1007/s13171-016-0095-x
语种:English
出版社:Indian Statistical Institute
摘要:We consider nonparametric inference for error hazard rates in linear regression with right censored data. The estimator for hazard rate function is defined based on the kernel-smoothed estimator of error density, which makes use of the Kaplan-Meier estimator of the error distribution. We obtain the limit distribution for the maximum deviation of the hazard rate estimator.
关键词:Censored linear regression ; Right censored data ; Kaplan-Meier estimator ; Kernel estimation ; Hazard rate estimator