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Biometrika 1999 86(1):227-232; doi:10.1093/biomet/86.1.227
© 1999 by Biometrika Trust
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Super-efficient hazard estimation based on high-quality marker information

JP Nielsen

Codan, Gammel Kongevej 60, 1790 Copenhagen, Denmark npj@codan.dk

We show that a nonparametric one-dimensional hazard as a function of time can be estimated {surd}n-consistently if a high-quality marker is observed.

Keywords:Counting process; Hazard; Kernel; Marker; Nonparametric estimation; Survival analysis.


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E. Mammen and J. P. Nielsen
A General Approach to the Predictability Issue in Survival Analysis with Applications
Biometrika, December 1, 2007; 94(4): 873 - 892.
[Abstract] [PDF]


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