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：2005
卷号：67
期号：03
出版社：Indian Statistical Institute
摘要：We consider projection estimator methods for the estimation of density and hazard rate functions based on randomly right-censored data. Two types of adaptive hazard estimators are considered. The first one is a two-step estimator defined as the ratio of a penalized contrast estimator of the subdensity and of the empirical survival function of the data. The second estimator is built by using another penalized projection contrast. Both estimators are proved to achieve automatically the standard optimal rate associated with the unknown regularity of the hazard function, but with some restriction for the ``ratio" estimator. In the examples studied here, the ratio estimator seems to be slightly better than the direct estimator.
