Non parametric estimation of hazard rate in presence of censoring
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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