Facultade de Fisioterapia

A weighted estimator of conditional hazard rate with left-truncated and dependent data

Liang, Han-Ying; Ould Saïd, E.
Abstract:
Based on empirical likelihood method, we construct new weighted estimators of conditional density and conditional survival functions when the interest random variable is subject to random left-truncation; further, we define a plug-in weighted estimator of the conditional hazard rate. Under strong mixing assumptions, we derive asymptotic normality of the proposed estimators which permit to built a confidence interval for the conditional hazard rate. The finite sample behavior of the estimators is investigated via simulations too.
Year:
2018
Type of Publication:
Article
Journal:
Annals of the Institute of Statistical Mathematics
Volume:
70
Number:
1
Pages:
155-189
Month:
February
DOI:
https://doi.org/10.1007/s10463-016-0587-4
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