Bootstrap Selection of the Smoothing Parameter in Nonparametric Hazard Rate Estimation
作者:
W. Gonzàlez-Manteiga,
R. Cao,
J.S. Marron,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1996)
卷期:
Volume 91,
issue 435
页码: 1130-1140
ISSN:0162-1459
年代: 1996
DOI:10.1080/01621459.1996.10476983
出版商: Taylor & Francis Group
关键词: Bandwidth selection;Binning;Censored data;Mean integrated squared error;Warping
数据来源: Taylor
摘要:
An asymptotic representation of the mean weighted integrated squared error for the kernel-based estimator of the hazard rate in the presence of right-censored samples is obtained for different bootstrap resampling methods. As a consequence, a new bandwidth selector based on the bootstrap is introduced. Very satisfactory simulations results are obtained in comparison to the cross-validation selector for different models, using WARPed (i.e., binned) versions of the estimators.
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