Local linear variable bandwidth hazard rate estimation
A new hazard rate estimator under the random right censorship model is proposed in this article. The estimator arises naturally as a combination of the local linear fitting and variable bandwidth methods. As a consequence, it also inherits the benefits of both approaches. The asymptotic properties of the estimate in the boundary and in the interior of the region of estimation are provided and its asymptotic distribution is established. In addition, an automatic data-driven bandwidth selection procedure is proposed and evaluated via Monte Carlo simulations. Further numerical studies compare the performance of the proposed estimate with that of estimates with similar asymptotic properties.
local linear variable bandwidth hazard rate kernel boundary bias