Non parametric estimation of hazard rate in presence of censoring - Archive ouverte HAL
Pré-Publication, Document De Travail Année : 2009

Non parametric estimation of hazard rate in presence of censoring

Sandra Plancade

Résumé

This note presents an estimator of the hazard rate function based on right censored data. A collection of estimators are built from a regression-type contrast, in a general collection of linear models. Then, a penalised model selection procedure gives an estimator which satisfies an oracle inequality. In particular, we can prove that it is adaptive in the minimax sense on H\"{o}lder spaces.
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Dates et versions

hal-00410799 , version 1 (24-08-2009)

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  • HAL Id : hal-00410799 , version 1

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Sandra Plancade. Non parametric estimation of hazard rate in presence of censoring. 2009. ⟨hal-00410799⟩
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