Nonparametric conditional survival function estimation and plug-in bandwidth selection with multiple covariates

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. (.../...)