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Asymptotic Properties of Hazard Rate Estimator in Censored Linear Regression

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Abstract

We consider nonparametric inference for error hazard rates in linear regression with right censored data. The estimator for hazard rate function is defined based on the kernel-smoothed estimator of error density, which makes use of the Kaplan-Meier estimator of the error distribution. We obtain the limit distribution for the maximum deviation of the hazard rate estimator.

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  1. Department of Mathematics, Illinois State University, Normal, IL, 61790-4520, USA

    Fuxia Cheng

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  1. Fuxia Cheng
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Cheng, F. Asymptotic Properties of Hazard Rate Estimator in Censored Linear Regression. Sankhya A 79, 1–12 (2017). https://doi.org/10.1007/s13171-016-0095-x

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