Model selection for hazard rate estimation in presence of censoring

Abstract : This note presents an estimator of the hazard rate function based on right censored data. A collection of estimators is built from a regression-type contrast, in a general collection of linear models. Then, a penalised model selection procedure provides an estimator which satisfies an oracle inequality. In particular, we can prove that it is adaptive in the minimax sense on Hölder spaces.
Type de document :
Article dans une revue
Metrika, Springer Verlag, 2011, 74 (3), pp.313-347
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https://hal.archives-ouvertes.fr/hal-00718495
Contributeur : Vincent Delos <>
Soumis le : mardi 17 juillet 2012 - 13:59:50
Dernière modification le : mardi 11 octobre 2016 - 11:58:26

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  • HAL Id : hal-00718495, version 1

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Sandra Plancade. Model selection for hazard rate estimation in presence of censoring. Metrika, Springer Verlag, 2011, 74 (3), pp.313-347. <hal-00718495>

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