A new kernel estimator of hazard ratio and its asymptotic mean squared error

Autor: Moriyama, Taku, Maesono, Yoshihiko
Rok vydání: 2016
Předmět:
Zdroj: Ann. Inst. of Stat. Math. 72(1), 187-211. (2020)
Druh dokumentu: Working Paper
DOI: 10.1007/s10463-018-0685-6
Popis: The hazard function is a ratio of a density and survival function, and it is a basic tool of the survival analysis. In this paper we propose a kernel estimator of the hazard ratio function, which are based on a modification of \'{C}wik and Mielniczuk's method. We study nonparametric estimators of the hazard function and compare those estimators by means of asymptotic mean squared error ($AMSE$). We obtain asymptotic bias and variance of the new estimator, and compare them with a naive estimator. The asymptotic variance of the new estimator is always smaller than the naive estimator's, so we also discuss an improvement of $AMSE$ using Terrell and Scott's bias reduction method. The new modified estimator ensures the non-negativity, and we demonstrate the numerical improvement.
Databáze: arXiv
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