On the Least Squares Cross-Validation Bandwidth in Hazard Rate Estimation
نویسندگان
چکیده
منابع مشابه
Asymptotic optimality of the least-squares cross-validation bandwidth for kernel estimates of intensity functions
Let X,, X2,. . . , XN be ordered observations on the interval [0, T] from a nonstationary Poisson process with intensity function A(x). In this paper, we consider the estimation of A(x). N, the number of observations that occur in the interval [0, T], has a Poisson distribution with E[ N] = jl A(U) du. See Cox and Isham (1980) and Diggle (1983) for further information regarding point processes....
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1993
ISSN: 0090-5364
DOI: 10.1214/aos/1176349398