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Global Polynomial Kernel Hazard Estimation
2015
Revista Colombiana de Estadística
<p>This paper introduces a new bias reducing method for kernel hazard estimation. The method is called global polynomial adjustment (GPA). It is a global correction which is applicable to any kernel hazard estimator. The estimator works well from a theoretical point of view as it asymptotically reduces bias with unchanged variance. A simulation study investigates the finite-sample properties of GPA. The method is tested on local constant and local linear estimators. From the simulation
doi:10.15446/rce.v38n2.51668
fatcat:tahihsyac5asxhq7ym4buefpj4