Authors: Gefeller, Olaf
Weißbach, Rafael
Title: A Rule-of-Thumb for the Variable Bandwidth Selection in Kernel Hazard Rate Estimation
Language (ISO): en
Abstract: In nonparametric curve estimation the decision about the type of smoothing parameter is critical for the practical performance. The nearest neighbor bandwidth as introduced by Gefeller and Dette 1992 for censored data in survival analysis is specified by one parameter, namely the number of nearest neighbors. Bandwidth selection in this setting is rarely investigated although not linked closely to the frequently studied fixed bandwidth. We introduce a selection algorithm in the hazard rate estimation context. The approach uses a newly developed link to the fixed bandwidth which identifies the variable bandwidth as additional smoothing step. The procedure gains further data-adaption after fixed bandwidth smoothing. Assessment by a Monte Carlo simulation and a clinical example demonstrate the practical relevance of the findings.
Issue Date: 2004
Provenance: Universitätsbibliothek Dortmund
Appears in Collections:Sonderforschungsbereich (SFB) 475

Files in This Item:
File Description SizeFormat 
tr12-04.pdfDNB267.93 kBAdobe PDFView/Open

This item is protected by original copyright

All resources in the repository are protected by copyright.