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Kernel estimates of hazard function: iterative method for bandwidth selection

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216224%3A14310%2F07%3A00023822" target="_blank" >RIV/00216224:14310/07:00023822 - isvavai.cz</a>

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Kernel estimates of hazard function: iterative method for bandwidth selection

  • Original language description

    Hazard function is one of the important instruments in survival analysis. Kernel smoothing can be use well for construction of non-parametric estimate of it. In this case the smoothing parameter called 'bandwidth' has the crucial influence to the shape of the estimate. This paper processes the iterative method for estimate of optimal bandwidth suggested by I.Horova. Significant speed up of the computation was achieved using combination of analytical and numerical approach to the computation. Proposed method was aplicated to real data sets.

  • Czech name

  • Czech description

Classification

  • Type

    O - Miscellaneous

  • CEP classification

    BB - Applied statistics, operational research

  • OECD FORD branch

Result continuities

  • Project

    <a href="/en/project/LC06024" target="_blank" >LC06024: Jaroslav Hájek Center for Theoretical and Applied Statistics</a><br>

  • Continuities

    P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Others

  • Publication year

    2007

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů