Non parametric estimation of hazard rate in presence of censoring

Sandra Plancade (1)

1 MAP5 - UMR 8145 - Mathématiques Appliquées Paris 5

This note presents an estimator of the hazard rate function based on right censored data. A collection of estimators are built from a regression-type contrast, in a general collection of linear models. Then, a penalised model selection procedure gives an estimator which satisfies an oracle inequality. In particular, we can prove that it is adaptive in the minimax sense on H\"{o}lder spaces.

Mots clés: hazard rate; right censoring; adaptive; non parametric; model selection

Domaines: Statistiques [math.ST]; Théorie [stat.TH]

Sandra Plancade. Non parametric estimation of hazard rate in presence of censoring. 2009. ⟨hal-00410799⟩