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estimating multiplicative and additive hazard functions by kernel ...
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ESTIMATING MULTIPLICATIVE AND ADDITIVE HAZARD FUNCTIONS BY KERNEL METHODS* Oliver Linton1 London School of Economics and Political Science Jens Perch Nielsen2 Codan, Copenhagen Sara van de Geer University of Leiden
Contents: Abstract 1. Introduction 2. The marker dependent hazard model 3. Estimation 4. Asymptotic Properties 5. Appendix References
Discussion Paper No.EM/01/411 February 2001 *
The Suntory Centre Suntory and Toyota International Centres for Economics and Related Disciplines London School of Economics and Political Science Houghton Street London, WC2A 2AE Tel.: 020-7504 7686
We thank three referees and the editor for helpful comments. 1 Thanks to the NSF for financial support. 2 Thanks to Bergiafonden for financial support.
Abstract
We propose new procedures for estimating the univariate quantities of interest in both additive and multiplicative nonparametric marker dependent hazard models. We work with a full counting process framework that allows for left truncation and right censoring. Our procedures are based on kernels and on the idea of marginal integration. We provide a central limit theorem for our estimator.
