Convergence rate for cross-validatory bandwidth in kernel hazard estimation from dependent samples

Journal of Statistical Planning and Inference

Volumn 104, Issue 1, 2002, Pages 1-30

  Estevez Perez G ^a   Quintela Del Rio A ^a   Vieu, P ^b  

^a UNIVERSITY OF A CORUÑA   (Spain)

^b CNRS   (France)

Author keywords

Bandwidth selection; Kernel hazard estimation; Moments inequality; Penalized cross validation; Rates of convergence; Strong mixing processes

Indexed keywords

EID: 0036568431     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-3758(01)00245-2     Document Type: Article

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