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Kernel Estimation in a Nonparametric Marker Dependent Hazard Model
Jens P. Nielsen and Oliver B. Linton
The Annals of Statistics
Vol. 23, No. 5 (Oct., 1995), pp. 1735-1748
Published by: Institute of Mathematical Statistics
Stable URL: http://www.jstor.org/stable/2242543
Page Count: 14
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We introduce a new kernel hazard estimator in a nonparametric model where the stochastic hazard depends on the current value of time and on the current value of a time dependent covariate or marker. We establish the pointwise and global convergence of our estimator.
The Annals of Statistics © 1995 Institute of Mathematical Statistics