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Nonparametric estimation of hazard functions and their derivatives under truncation model. (English) Zbl 0777.62039
Summary: Nonparametric kernel estimators for hazard functions and their derivatives are considered under the random left truncation model. The estimator is of the form of sum of identically distributed but dependent random variables. Exact and asymptotic expressions for the biases and variances of the estimators are derived. Mean square consistency and local asymptotic normality of the estimators are established. Adaptive local bandwidths are obtained by estimating the optimal bandwidths consistently.
62G07 Density estimation
62G20 Asymptotic properties of nonparametric inference
62E20 Asymptotic distribution theory in statistics
Full Text: DOI
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