Kernel estimates of hazard function: iterative method for bandwidth selection

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Authors	ZELINKA Jiří
Year of publication	2007
Type	Conference abstract
MU Faculty or unit	Faculty of Science
Citation
Description	Hazard function is one of the important instruments in survival analysis. Kernel smoothing can be use well for construction of non-parametric estimate of it. In this case the smoothing parameter called 'bandwidth' has the crucial influence to the shape of the estimate. This paper processes the iterative method for estimate of optimal bandwidth suggested by I.Horova. Significant speed up of the computation was achieved using combination of analytical and numerical approach to the computation. Proposed method was aplicated to real data sets.
Related projects:	Jaroslav Hájek Center for Theoretical and Applied Statistics