Double One-sided Cross-validation of Local Linear Hazards
局部线性风险率估计的双重单侧交叉验证
Summary The paper brings together the theory and practice of local linear kernel hazard estimation. Bandwidth selection is fully analysed, including double one-sided cross-validation that is shown to have good practical and theoretical properties. Insight is provided into the choice of the weighting function in the local linear minimization and it is pointed out that classical weighting sometimes lacks stability. A new semiparametric hazard estimator transforming the…