MERGE: Mathématiques pour l’évolution, la reproduction, la croissance et l’émergence

Nonparametric Hazard Rate Estimation With Associated Kernels and Minimax Bandwidth Choice

ABSTRACT In this paper, we introduce a general theoretical framework for nonparametric hazard rate estimation using associated kernels, whose shapes depend on the point of estimation. Within this framework, we establish rigorous asymptotic results, including a second‐order expans...