Abstract
The behaviour of nearest neighbour (NN) kernel estimators of the hazard function from censored data is studied by means of a simulation study. Particular attention is paid to the problem of defining NN distances in the case of censored data. We propose a new approach to this problem incorporating the full information of censored observations. The results of the simulation study demonstrate the susperiority of the new approach.
This is a preview of subscription content, log in via an institution to check access.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
Padgett, W.J. (1988). Nonparametric estimation of density and hazard rate function when samples are censored. Handbook of statistics, vol. 7., p. 313–331.
Ramlau-Hansen, H. (1983). Smoothing counting process intensities by means of kernel functions. Ann. Statist. 11, 453–466.
Diehl, S. and Stute, W. (1988). Kernel density and hazard function estimation in the presence of censoring. J. Mult. Analysis 25, 299–310.
Fix, E. and Hodges, J.L. (1951). Discriminatory analysis, nonparametric discrimination: consistency property. Report No. 4, USAF School of Aviation Medicine, Texas.
Tanner, M.A. (1983). A note on the variable kernel estimator of the hazard function from randomly censored data. Ann. Statist. 11, 994-998.
Liu, R.Y.C. and Van Ryzin, J. (1985). A histogram estimator of the hazard rate with censored data. Ann. Statist. 13, 592–605.
Cheng, P.E. (1987). A nearest neighbour hazard rate estimator for randomly censored data. Commun. Statist.-Theory Meth. 16, 613–625.
Schäfer, H. (1985). A note on data-adaptive kernel estimation of the hazard and density function in the random censorship situation. Ann. Statist. 13, 818–820.
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 1991 Springer-Verlag Berlin Heidelberg
About this paper
Cite this paper
Gefeller, O., Dette, H. (1991). A Comparative Study on Hazard Function Estimators Employing Nearest Neighbour Distances as Bandwidths. In: Adlassnig, KP., Grabner, G., Bengtsson, S., Hansen, R. (eds) Medical Informatics Europe 1991. Lecture Notes in Medical Informatics, vol 45. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-93503-9_176
Download citation
DOI: https://doi.org/10.1007/978-3-642-93503-9_176
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-54392-3
Online ISBN: 978-3-642-93503-9
eBook Packages: Springer Book Archive