Skip to main page content
U.S. flag

An official website of the United States government

Dot gov

The .gov means it’s official.
Federal government websites often end in .gov or .mil. Before sharing sensitive information, make sure you’re on a federal government site.

Https

The site is secure.
The https:// ensures that you are connecting to the official website and that any information you provide is encrypted and transmitted securely.

Access keys NCBI Homepage MyNCBI Homepage Main Content Main Navigation
. 1994 Mar;50(1):61-76.

Hazard rate estimation under random censoring with varying kernels and bandwidths

H G Müller  1 , J L Wang
Affiliations
  • PMID: 8086616

Hazard rate estimation under random censoring with varying kernels and bandwidths

H G Müller et al. Biometrics. 1994 Mar.

Abstract

We discuss the estimation of hazard rates under random censoring with the kernel method. Two practically relevant problems that occur when applying unmodified kernel estimators are boundary effects near the endpoints of the support of the hazard rate, and a substantial increase in the variance from left to right over the range of abscissae where the hazard rate is estimated. A new class of boundary kernels is proposed for the first problem. Explicit formulas for these kernels are developed, and it is shown that this boundary correction works well in practice. A data-adaptive varying bandwidth selection procedure is proposed for the second problem. This procedure generally will lead to increasing bandwidths near the left endpoint and toward the right endpoint, and will lead to smaller integrated mean squared error of the hazard rate estimator as compared to a fixed bandwidth method. A practically feasible method incorporating the new boundary kernels and local bandwidth choices is implemented and illustrated with survival data from a leukemia study.

PubMed Disclaimer

Similar articles

See all similar articles

Cited by

See all "Cited by" articles

LinkOut - more resources