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Article Dans Une Revue Annals of the Institute of Statistical Mathematics Année : 2018

A weighted estimator of conditional hazard rate with left-truncated and dependent data

Résumé

Based on empirical likelihood method, we construct new weighted estimators of conditional density and conditional survival functions when the interest random variable is subject to random left-truncation; further, we define a plug-in weighted estimator of the conditional hazard rate. Under strong mixing assumptions, we derive asymptotic normality of the proposed estimators which permit to built a confidence interval for the conditional hazard rate. The finite sample behavior of the estimators is investigated via simulations too.
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Dates et versions

hal-04412593 , version 1 (23-01-2024)

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Han-Ying Liang, Elias Ould-Said. A weighted estimator of conditional hazard rate with left-truncated and dependent data. Annals of the Institute of Statistical Mathematics, 2018, 70 (1), pp.155-189. ⟨10.1007/s10463-016-0587-4⟩. ⟨hal-04412593⟩
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