Asymptotic Properties of Hazard Rate Estimator in Censored Linear Regression

• Activity Number: 308
• Type: Contributed
• Date/Time: Tuesday, August 2, 2016 : 8:30 AM to 10:20 AM
• Sponsor: Statistics Without Borders
• Author(s): Fuxia Cheng*
• Companies: Illinois State University
• Keywords: Censored linear regression ; Kernel estimation ; ; Right censored data ; Kaplan-Meier estimator ; Hazard rate

Abstract

We consider nonparametric inference for error hazard rates in linear regression with right censored data. The estimator for hazard rate function is defined based on the kernel-smoothed estimator of error density, which makes use of the Kaplan-Meier estimator of the error distribution. We obtain the limit distribution for the maximum deviation of the hazard rate estimator.