Adaptive estimation of the hazard rate with multiplicative censoring

Abstract : We propose an adaptive estimation procedure of the hazard rate of a random variable X in the multiplicative censoring model, Y = XU , with U ∼ U([0, 1]) independent of X. The variable X is not directly observed: an estimator is built from a sample {Y1, ..., Yn} of copies of Y. It is obtained by minimisation of a contrast function over a class of general nested function spaces which can be generated e.g. by splines functions. The dimension of the space is selected by a penalised contrast criterion. The final estimator is proved to achieve the best bias-variance compromise and to reach the same convergence rate as the oracle estimator under conditions on the maximal dimension. The good behavior of the resulting estimator is illustrated over a simulation study.
Document type :
Preprints, Working Papers, ...
Complete list of metadatas

Cited literature [30 references]  Display  Hide  Download
Contributor : Gaëlle Chagny <>
Submitted on : Friday, September 9, 2016 - 10:52:15 AM
Last modification on : Wednesday, February 19, 2020 - 8:55:07 AM
Long-term archiving on: Saturday, December 10, 2016 - 12:33:37 PM


Files produced by the author(s)


  • HAL Id : hal-01362694, version 1


G Chagny, Fabienne Comte, A. Roche. Adaptive estimation of the hazard rate with multiplicative censoring. 2016. ⟨hal-01362694⟩



Record views


Files downloads