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   Bandwidth selection in marker dependent kernel hazard estimation

چهارشنبه , 06 شهریور 1392 ساعت 01:24 دسته بندی : علم های فیزیک و ریاضیات و مهندسی ,

دانلود مقاله : 

Bandwidth selection in marker dependent kernel hazard estimation 2013

نویسندگان : 

María Luz Gámiz Pérez  , Lena Janys b, María Dolores Martínez Mirandaa ,Jens Perch Nielsen

چکیده : 

Practical estimation procedures for the local linear estimation of an unrestricted failure rate

when more information is available than just time are developed. This extra information

could be a covariate and this covariate could be a time series. Time dependent covariates

are sometimes called markers, and failure rates are sometimes called hazards, intensities

or mortalities. It is shown through simulations and a practical example that the fully local

linear estimation procedure exhibits an excellent practical performance. Two different

bandwidth selection procedures are developed. One is an adaptation of classical crossvalidation,

and the other one is indirect cross-validation. The simulation study concludes

that classical cross-validation works well on continuous data while indirect crossvalidation

performs only marginally better. However, cross-validation breaks down in the

practical data application to old-age mortality. Indirect cross-validation is thus shown to be

superior when selecting a fully feasible estimation method for marker dependent hazard

estimation.

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دانلود - 750 تومان

Local linear estimation Bandwidth Cross validation Indirect cross validation Aalen s multiplicative model Survival , بانک مقاله و کتاب , دانلود جورنال ریاضی
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