Nonparametric hazard estimation under random censoring and dependent data
Abstract
This paper investigates the conditional hazard function of a scalar response variable given a predictor that takes values in a semi-metric space. We employ a local linear estimator for the conditional density and cumulative distribution function, and establish almost sure convergence rates under α-mixing dependence. The analysis is conducted under a set of regularity conditions for the proposed estimator. Furthermore, the practical relevance of the theoretical results is demonstrated through a simulation study. Journal of Statistical Research 2025, Vol. 59, No. 2, pp. 259-278
Fields of Study & Subjects
Statistical Methods and Inference
Probability and Statistical Research
Statistical Distribution Estimation and Applications
Publication details
- Journal / source
- Journal of Statistical Research
- Volume
- 59
- Issue
- 2
- Pages
- 259–278
- Publication date
- 1 March 2026
- Language
- EN