Document type
ArticleVersion
Accepted versionPublication date
All rights reserved
Please use this identifier to cite or link to this item: https://hdl.handle.net/2445/219103
Nonparametric conditional survival function estimation and plug-in bandwidth selection with multiple covariates
Journal Title
Director/Tutor
Journal ISSN
Volume Title
Related resource
Abstract
The present research provides two methodological advances, simulation evidence and a real data analysis, all contributing to the area of local linear survival function estimation and bandwidth selection. The first contribution is the development of a double smoothed local linear survival function estimator which admits an arbitrary number of covariates and the analytic establishment of its asymptotic properties. The second contribution is the efficient implementation of the estimator in practice. This is achieved by developing an automatic plug-in smoothing parameter selector which optimizes the estimator’s performance in all coordinate directions. (.../...)
Subject (English)
Citation
Citation
BAGKAVOS, Dimitrios, GUILLÉN, Montserrat and NIELSEN, Jens Perch. Nonparametric conditional survival function estimation and plug-in bandwidth selection with multiple covariates. TEST. 2024. Vol. 33, num. 1125-1257. ISSN 1133-0686. [consulted: 9 of August of 2026]. Available at: https://hdl.handle.net/2445/219103