Double one-sided cross-validation of local linear hazards
María Luz Gámiz, Enno Mammen, María Dolores Martínez Miranda, Jens Perch Nielsen
Journal of the Royal Statistical Society: Series B (Statistical Methodology) · 2016 · Volume 78 · Issue 4
Abstract
The paper brings together the theory and practice of local linear kernel hazard estimation. Bandwidth selection is fully analysed, including double one-sided cross-validation that is shown to have good practical and theoretical properties. Insight is provided into the choice of the weighting function in the local linear minimization and it is pointed out that classical weighting sometimes lacks stability. A new semiparametric hazard estimator transforming the survival data before smoothing is introduced and shown to have good practical properties.
Keywords
Aalen's multiplicative model, Cross-validation, Double one-sided cross-validation, Filtered data, Local linear estimation, Semiparametric estimation
Enable JavaScript for citation tools and additional paper interactions.