Hazard Rate Estimation

The literature on the topic of hazard rate estimation is reviewed. Most results are developed for randomly right censored sample data and the most popular estimators are of the kernel type. The choice of the smoothing parameter is an important issue. The incorporation of covariate information is also considered. Keywords: bandwidth; covariates; hazard rate; kernel estimator; right censoring

[1]  M. R. Leadbetter,et al.  Hazard Analysis , 2018, System Safety Engineering and Risk Assessment.

[2]  H. Ramlau-Hansen Smoothing Counting Process Intensities by Means of Kernel Functions , 1983 .

[3]  Nozer D. Singpurwalla,et al.  Estimation of the failure rate-a survey of nonparametric methods Part I: Non-Bayesian Methods , 1983 .

[4]  Brian S. Yandell,et al.  Nonparametric Inference for Rates with Censored Survival Data , 1983 .

[5]  Martin A. Tanner,et al.  The Estimation of the Hazard Function from Randomly Censored Data by the Kernel Method , 1983 .

[6]  Jane-Ling Wang,et al.  Density and hazard rate estimation for censored data via strong representation of the Kaplan-Meier estimator , 1985 .

[7]  G. Roussas Hazard rate estimation under dependence conditions , 1989 .

[8]  Jane-Ling Wang,et al.  Locally adaptive hazard smoothing , 1990 .

[9]  Klaus J. Utikal,et al.  Inference for a Nonlinear Counting Process Regression Model , 1990 .

[10]  Jane-Ling Wang,et al.  A comparison of hazard rate estimators for left truncated and right censored data , 1992 .

[11]  Jane-ling Wang,et al.  Nonparametric estimation of hazard functions and their derivatives under truncation model , 1993 .

[12]  Prakash N. Patil,et al.  Bandwidth choice for nonparametric hazard rate estimation , 1993 .

[13]  H. Müller,et al.  Hazard rate estimation under random censoring with varying kernels and bandwidths. , 1994, Biometrics.

[14]  Hani Doss,et al.  An Approach to Nonparametric Regression for Life History Data Using Local Linear Fitting , 1995 .

[15]  O. Linton,et al.  Kernel estimation in a nonparametric marker dependent hazard model , 1995 .

[16]  Anestis Antoniadis,et al.  Density and hazard rate estimation for right‐censored data by using wavelet methods , 1999 .

[17]  Noël Veraverbeke,et al.  Hazard Rate Estimation in Nonparametric Regression with Censored Data , 2001 .