It is described how the Nelson–Aalen estimator may be used to control rate of a nonparametric estimate cumulative hazard function based on right censored as well left condensed survival data, furthermore can utilized various amounts. This technique mostly applied data and product quality similar incorporated relative mortality in multiplicative model with outer rates infection straightforward e...

The Nelson–Aalen estimator is a nonparametric estimator which may be used to estimate the cumulative hazard rate function from censored survival data (see Survival Distributions and Their Characteristics). Since no distributional assumptions are needed, one important use of the estimator is to check graphically the fit of parametric models, and this is the reason why it was originally introduce...

The Beveridge–Nelson decomposition calculates trend and cycle for an integrated time series. However, there are two ways to interpret the results from the decomposition. One interpretation is that the optimal long-run forecast (minus any deterministic drift) used to calculate the Beveridge–Nelson trend corresponds to an estimate of an unobserved permanent component. The other interpretation is ...

Portfolio management starts with asset allocation. There is a consensus that asset allocation plays an important role in determining portfolio performance (Arshanapalli, Coggin & Nelson, 2001). Active portfolio management implies the rebalancing of the existing portfolio by buying and selling assets. The aim of rebalancing is to improve the performance of the managed portfolio by adjusting it t...

The kernel smoothed Nelson–Aalen estimator has been well investigated, but is unsuitable when some of the censoring indicators are missing. A representation introduced by Dikta, however, facilitates hazard estimation when there are missing censoring indicators. In this article, we investigate (i) a kernel smoothed semiparametric hazard estimator and (ii) a kernel smoothed “pre-smoothed” Nelson ...

The construction of the simultaneous confidence bands for the integrated hazard function is considered. The Nelson–Aalen estimator is used. The simultaneous confidence bands based on bootstrap methods are presented. Two methods of construction of such confidence bands are proposed. The weird bootstrap method is used for resampling. Simulations are made to compare the actual coverage probability...

This paper develops nonparametric methods for the survival analysis of epidemic data based on contact intervals. The contact interval from person i to person j is the time between the onset of infectiousness in i and infectious contact from i to j, where we define infectious contact as a contact sufficient to infect a susceptible individual. We show that the Nelson-Aalen estimator produces an u...

We introduce the notion of continuous invertibility on a compact set for volatility models driven by a Stochastic Recurrence Equation (SRE). We prove in this context the strong consistency and the asymptotic normality of the M-estimator associated with the Quasi-Likelihood criteria. We recover known results on univariate and multivariate GARCH type models where the estimator coincides with the ...