A Rule-of-Thumb for the Variable Bandwidth Selection in Kernel Hazard Rate Estimation

dc.contributor.author	Gefeller, Olaf	de
dc.contributor.author	Weißbach, Rafael	de
dc.date.accessioned	2004-12-06T18:38:46Z
dc.date.available	2004-12-06T18:38:46Z
dc.date.issued	2004	de
dc.description.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.	en
dc.format.extent	274361 bytes
dc.format.mimetype	application/pdf
dc.identifier.uri	http://hdl.handle.net/2003/4868
dc.identifier.uri	http://dx.doi.org/10.17877/DE290R-5424
dc.language.iso	en	de
dc.publisher	Universitätsbibliothek Dortmund	de
dc.subject.ddc	310	de
dc.title	A Rule-of-Thumb for the Variable Bandwidth Selection in Kernel Hazard Rate Estimation	en
dc.type	Text	de
dc.type.publicationtype	report	en
dcterms.accessRights	open access

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