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Econometrics Paper
Estimating Multiplicative and Additive Hazard Functions by Kernel Methods
Oliver Linton, Jens Perch Nielsen and Sara van de Geer February 2001
Paper No' EM/2001/411:
Full Paper (pdf)

Tags: additive model; censoring; kernel; proportional hazards; survival analysis

We propose new procedures for estimating the univariate quantities of interest in both additive and multiplicative nonparametric marker dependent hazard models. We work with a full counting process framework that allows for left truncation and right censoring. Our procedures are based on kernels and on the idea of marginal integration. We provide a central limit theorem for our estimator.