ArticleOriginal scientific text
Title
Estimation of the hazard rate function with a reduction of bias and variance at the boundary
Authors 1, 1
Affiliations
- Institute of Mathematics and Informatics, Wrocław University of Technology, Wybrzeże Wyspiańskiego 27, PL 50-370 Wrocław, Poland
Abstract
In the article, we propose a new estimator of the hazard rate function in the framework of the multiplicative point process intensity model. The technique combines the reflection method and the method of transformation. The new method eliminates the boundary effect for suitably selected transformations reducing the bias at the boundary and keeping the asymptotics of the variance. The transformation depends on a pre-estimate of the logarithmic derivative of the hazard function at the boundary.
Keywords
hazard rate function, multiplicative intensity point process model, Ramlau-Hansen kernel estimator, reduction of the bias, reflection, transformation
Bibliography
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Pages:
5-37
Main language of publication
English
Received
2003-07-20
Published
2005
DOI: 10.7151/dmps.1058
Exact and natural sciences