Hazard Rate Function Estimation Using Weibull Kernel

• 作者: Hazem I. El Shekh Ahmed Iyad M. Alhoubi Raid B. Salha
• 来源期刊: 统计学期刊(英文)
• 学科: 数学
• 关键词: Weibull KERNEL HAZARD RATE Function KERNEL ESTIMATION ASYMPTOTIC NORMALITY
• 年，卷（期）: 2014,（8）
• 页码范围: 650-661
• 页数: 12页
• 分类号: O21

摘要

In this paper, we define the Weibull kernel and use it to nonparametric estimation of the probability density function (pdf) and the hazard rate function for independent and identically distributed (iid) data. The bias, variance and the optimal bandwidth of the proposed estimator are investigated. Moreover, the asymptotic normality of the proposed estimator is investigated. The performance of the proposed estimator is tested using simulation study and real data.